+425.9%
TSEM vs CHYM
-23.3%
+449.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.6% | +1.5% |
| 7D | -4.9% | -2.3% | -2.6% | -4.6% |
| 30D | -18.7% | +4.4% | -23.2% | -19.4% |
| 3M | -18.1% | +91.3% | -109.4% | -28.0% |
| 6M | +77.1% | +44.0% | +33.1% | +63.1% |
| YTD | +80.1% | +31.1% | +49.0% | +68.1% |
| 1Y | +220.4% | +37.8% | +182.5% | +191.5% |
| All | +425.9% | -23.3% | +449.2% | +415.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling