+1,301.0%
TSEM vs CNH
+152.9%
+1,148.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.4% | +0.8% |
| 7D | +10.4% | +8.8% | +1.6% | +7.1% |
| 30D | -12.9% | +24.7% | -37.6% | -20.0% |
| 3M | -9.2% | +27.3% | -36.5% | -17.5% |
| 6M | +98.8% | +23.2% | +75.6% | +82.5% |
| YTD | +87.2% | +48.9% | +38.3% | +59.7% |
| 1Y | +239.0% | +19.4% | +219.6% | +212.0% |
| 3Y | +679.5% | +7.8% | +671.8% | +623.4% |
| 5Y | +667.3% | +8.7% | +658.5% | +579.9% |
| 10Y | +1,301.0% | +149.5% | +1,151.5% | +817.3% |
| All | +1,301.0% | +152.9% | +1,148.1% | +817.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling