+253.1%
TSEM vs CNH
+29.2%
+223.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.0% | +3.8% | +6.4% |
| 7D | +6.9% | +23.3% | -16.4% | -0.8% |
| 30D | +5.3% | +33.5% | -28.2% | -5.4% |
| 3M | -14.9% | +32.7% | -47.6% | -23.4% |
| 6M | +80.0% | +22.2% | +57.9% | +61.8% |
| YTD | +89.4% | +57.7% | +31.7% | +57.9% |
| 1Y | +253.1% | +28.0% | +225.1% | +213.4% |
| All | +253.1% | +29.2% | +223.9% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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