+417.3%
TSEM vs CHYM
-24.0%
+441.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.4% | +1.5% | -3.1% |
| 7D | +0.9% | -2.9% | +3.8% | +1.4% |
| 30D | -16.6% | +3.0% | -19.6% | -17.1% |
| 3M | -10.9% | +98.7% | -109.6% | -22.3% |
| 6M | +78.0% | +46.4% | +31.6% | +63.4% |
| YTD | +77.2% | +29.8% | +47.4% | +65.6% |
| 1Y | +207.6% | +40.5% | +167.1% | +178.9% |
| All | +417.3% | -24.0% | +441.4% | +408.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling