+1,326.7%
TSEM vs CHRW
+170.5%
+1,156.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +4.7% | +4.1% | +0.7% | +3.7% |
| 30D | -14.2% | +1.9% | -16.1% | -14.7% |
| 3M | -5.0% | -21.2% | +16.1% | +0.3% |
| 6M | +87.6% | -16.7% | +104.2% | +94.2% |
| YTD | +84.4% | -5.4% | +89.8% | +83.3% |
| 1Y | +235.4% | +21.2% | +214.2% | +210.7% |
| 3Y | +668.0% | +86.5% | +581.5% | +519.3% |
| 5Y | +644.7% | +93.0% | +551.7% | +470.4% |
| 10Y | +1,326.7% | +174.5% | +1,152.2% | +863.7% |
| All | +1,326.7% | +170.5% | +1,156.1% | +863.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling