+644.7%
TSEM vs CHD
+19.3%
+625.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.8% |
| 7D | +4.7% | -4.2% | +8.9% | +3.7% |
| 30D | -14.2% | -7.6% | -6.7% | -15.8% |
| 3M | -5.0% | -1.6% | -3.4% | -4.8% |
| 6M | +87.6% | -6.3% | +93.9% | +87.2% |
| YTD | +84.4% | +14.6% | +69.8% | +88.5% |
| 1Y | +235.4% | +1.6% | +233.8% | +240.1% |
| 3Y | +668.0% | +3.1% | +664.8% | +672.3% |
| 5Y | +644.7% | +21.1% | +623.7% | +652.8% |
| All | +644.7% | +19.3% | +625.4% | +652.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling