+55.2%
TSEM vs CNH
+33.2%
+22.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.9% | 0.0% | +6.9% |
| 7D | -2.0% | +8.6% | -10.5% | -4.7% |
| 30D | -33.4% | +12.6% | -46.0% | -36.2% |
| 3M | -39.7% | +17.5% | -57.2% | -43.5% |
| 6M | -27.8% | +18.1% | -45.9% | -32.9% |
| YTD | +29.7% | +40.4% | -10.7% | +11.6% |
| All | +55.2% | +33.2% | +22.1% | +37.1% |
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