+48.3%
TSEM vs CNH
+21.1%
+27.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | +0.9% |
| 7D | +20.5% | +6.4% | +14.1% | +18.3% |
| 30D | -29.0% | -1.6% | -27.3% | -28.5% |
| 3M | -39.4% | +11.6% | -50.9% | -42.0% |
| 6M | -28.5% | +12.5% | -41.0% | -32.2% |
| YTD | +34.4% | +31.1% | +3.4% | +22.1% |
| 1Y | +48.3% | +17.0% | +31.3% | +41.0% |
| All | +48.3% | +21.1% | +27.2% | +41.0% |
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