+865.7%
TSEM vs CNH
+134.0%
+731.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.9% | 0.0% | +7.0% |
| 7D | -2.0% | +8.6% | -10.5% | -4.5% |
| 30D | -33.4% | +12.6% | -46.0% | -36.3% |
| 3M | -39.7% | +17.5% | -57.2% | -43.7% |
| 6M | -27.8% | +18.1% | -45.9% | -33.0% |
| YTD | +29.7% | +40.4% | -10.7% | +12.4% |
| 1Y | +81.1% | +34.0% | +47.2% | +59.5% |
| 3Y | +529.3% | +35.3% | +494.0% | +437.3% |
| 5Y | +315.0% | -5.1% | +320.1% | +285.3% |
| 10Y | +865.7% | +124.0% | +741.7% | +580.9% |
| All | +865.7% | +134.0% | +731.7% | +580.9% |
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