+253.1%
TSEM vs CHYM
+38.9%
+214.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.8% |
| 7D | +6.9% | +1.7% | +5.2% | +6.6% |
| 30D | +5.3% | +30.2% | -24.9% | +0.2% |
| 3M | -14.9% | +85.9% | -100.8% | -24.5% |
| 6M | +80.0% | +49.9% | +30.1% | +65.1% |
| YTD | +89.4% | +34.1% | +55.2% | +76.7% |
| 1Y | +253.1% | +37.0% | +216.1% | +213.2% |
| All | +253.1% | +38.9% | +214.2% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 1y: compounded portfolio wealth divided by compounded CHYM 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…
1y analysis · Full analysis span regression · 6 months rolling