-30.6%
TSEM vs CHRW
-21.4%
-9.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.7% | +3.9% | +7.7% |
| 7D | +6.8% | -0.1% | +6.8% | +6.5% |
| 30D | -26.6% | -4.3% | -22.3% | -27.1% |
| 3M | -36.3% | -7.4% | -28.9% | -37.1% |
| 6M | -30.6% | -20.7% | -9.9% | -15.9% |
| All | -30.6% | -21.4% | -9.2% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling