-26.5%
TSEM vs CHD
+9,121.1%
-9,147.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.4% | -7.1% |
| 7D | +7.0% | +3.6% | +3.3% | +6.6% |
| 30D | -29.8% | +10.4% | -40.2% | -30.5% |
| 3M | -41.9% | +12.2% | -54.1% | -42.7% |
| 6M | -45.8% | +19.9% | -65.7% | -47.0% |
| YTD | +25.1% | +36.4% | -11.3% | +20.2% |
| 1Y | +48.2% | +35.1% | +13.1% | +42.6% |
| 3Y | +476.5% | +29.2% | +447.3% | +451.9% |
| 5Y | +301.4% | +33.4% | +268.1% | +279.9% |
| 10Y | +812.9% | +195.0% | +617.9% | +669.3% |
| All | -26.5% | +9,121.1% | -9,147.6% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling