+80.5%
TSEM vs CHYM
+71.1%
+9.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.9% | -14.7% | -9.4% |
| 7D | -23.1% | +3.7% | -26.8% | -23.4% |
| 30D | -40.4% | +5.6% | -46.0% | -40.8% |
| 3M | -37.9% | +19.7% | -57.6% | -40.7% |
| 6M | -30.8% | +35.3% | -66.1% | -35.7% |
| YTD | +26.7% | +18.7% | +8.1% | +19.8% |
| 1Y | +80.5% | +67.8% | +12.7% | +44.0% |
| All | +80.5% | +71.1% | +9.4% | +44.0% |
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