-29.8%
TSEM vs CHRW
+4,173.0%
-4,202.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.1% | +6.8% | +7.6% |
| 7D | +6.9% | -1.4% | +8.3% | +7.3% |
| 30D | +5.3% | -3.5% | +8.8% | +6.2% |
| 3M | -14.9% | -19.4% | +4.5% | -10.5% |
| 6M | +80.0% | -21.4% | +101.4% | +89.6% |
| YTD | +89.4% | -7.1% | +96.5% | +89.3% |
| 1Y | +253.1% | +17.8% | +235.3% | +229.1% |
| 3Y | +642.1% | +78.8% | +563.3% | +503.1% |
| 5Y | +659.1% | +83.5% | +575.6% | +497.8% |
| 10Y | +1,291.4% | +160.2% | +1,131.1% | +868.7% |
| All | -29.8% | +4,173.0% | -4,202.8% | -74.6% |
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