+80.5%
TSEM vs CHRW
-10.6%
+91.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -9.0% | -8.8% |
| 7D | -23.1% | +4.9% | -28.0% | -23.4% |
| 30D | -40.4% | -4.8% | -35.6% | -40.2% |
| 3M | -37.9% | -13.1% | -24.7% | -37.2% |
| 6M | -30.8% | -16.3% | -14.5% | -29.4% |
| YTD | +26.7% | -15.8% | +42.5% | +10.2% |
| 1Y | +80.5% | -11.1% | +91.6% | +44.7% |
| All | +80.5% | -10.6% | +91.0% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling