+331.4%
TSEM vs CHD
+30.9%
+300.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.7% |
| 7D | +20.5% | +0.4% | +20.2% | +20.6% |
| 30D | -29.0% | +11.6% | -40.5% | -26.5% |
| 3M | -39.4% | +10.7% | -50.1% | -37.3% |
| 6M | -28.5% | +20.2% | -48.8% | -24.5% |
| YTD | +34.4% | +34.5% | -0.1% | +43.8% |
| 1Y | +48.3% | +32.6% | +15.8% | +58.5% |
| 3Y | +543.5% | +29.1% | +514.4% | +574.8% |
| 5Y | +331.4% | +31.5% | +299.9% | +336.6% |
| All | +331.4% | +30.9% | +300.5% | +336.6% |
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