+679.5%
TSEM vs CHRW
+86.2%
+593.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | +10.4% | +1.9% | +8.5% | +10.1% |
| 30D | -12.9% | +0.9% | -13.9% | -13.1% |
| 3M | -9.2% | -19.9% | +10.7% | -5.6% |
| 6M | +98.8% | -15.8% | +114.6% | +104.0% |
| YTD | +87.2% | -5.6% | +92.8% | +87.1% |
| 1Y | +239.0% | +21.0% | +217.9% | +223.5% |
| 3Y | +679.5% | +86.0% | +593.5% | +586.7% |
| All | +679.5% | +86.2% | +593.3% | +586.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling