-49.9%
TSEM vs CHRW
+3,771.3%
-3,821.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.7% | +3.9% | +6.7% |
| 7D | +6.8% | -0.1% | +6.8% | +7.0% |
| 30D | -26.6% | -4.3% | -22.3% | -25.9% |
| 3M | -36.3% | -7.4% | -28.9% | -35.6% |
| 6M | -30.6% | -20.7% | -9.9% | -27.6% |
| YTD | +35.3% | -15.9% | +51.2% | +37.7% |
| 1Y | +59.2% | -9.9% | +69.1% | +59.2% |
| 3Y | +547.7% | +79.0% | +468.7% | +422.1% |
| 5Y | +337.5% | +61.3% | +276.2% | +254.2% |
| 10Y | +887.4% | +128.5% | +758.9% | +606.3% |
| All | -49.9% | +3,771.3% | -3,821.1% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling