+235.4%
TSEM vs CHRW
+21.7%
+213.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +4.7% | +4.1% | +0.7% | +4.1% |
| 30D | -14.2% | +1.9% | -16.1% | -14.5% |
| 3M | -5.0% | -21.2% | +16.1% | -0.9% |
| 6M | +87.6% | -16.7% | +104.2% | +93.8% |
| YTD | +84.4% | -5.4% | +89.8% | +85.1% |
| 1Y | +235.4% | +21.2% | +214.2% | +233.0% |
| All | +235.4% | +21.7% | +213.7% | +233.0% |
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