+235.4%
TSEM vs CNH
+22.6%
+212.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.3% |
| 7D | +4.7% | +1.8% | +2.9% | +4.0% |
| 30D | -14.2% | +32.6% | -46.9% | -22.9% |
| 3M | -5.0% | +29.4% | -34.5% | -13.9% |
| 6M | +87.6% | +26.0% | +61.6% | +68.6% |
| YTD | +84.4% | +52.2% | +32.2% | +55.8% |
| 1Y | +235.4% | +23.9% | +211.5% | +197.7% |
| All | +235.4% | +22.6% | +212.8% | +197.7% |
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