+667.3%
TSEM vs CHRW
+90.3%
+577.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | +10.4% | +1.9% | +8.5% | +10.0% |
| 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% | +103.9% |
| YTD | +87.2% | -5.6% | +92.8% | +87.0% |
| 1Y | +239.0% | +21.0% | +217.9% | +222.5% |
| 3Y | +679.5% | +86.0% | +593.5% | +582.6% |
| 5Y | +667.3% | +88.6% | +578.6% | +534.2% |
| All | +667.3% | +90.3% | +577.0% | +534.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling