+4,465.5%
TSEM vs CNH
+64.7%
+4,400.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.0% | +3.8% | +6.4% |
| 7D | +6.9% | +23.3% | -16.4% | -0.7% |
| 30D | +5.3% | +33.5% | -28.2% | -5.2% |
| 3M | -14.9% | +32.7% | -47.6% | -23.5% |
| 6M | +80.0% | +22.2% | +57.9% | +66.3% |
| YTD | +89.4% | +57.7% | +31.7% | +59.2% |
| 1Y | +253.1% | +28.0% | +225.1% | +218.3% |
| 3Y | +642.1% | +11.5% | +630.6% | +582.5% |
| 5Y | +659.1% | +11.9% | +647.2% | +570.9% |
| 10Y | +1,291.4% | +162.8% | +1,128.6% | +765.2% |
| All | +4,465.5% | +64.7% | +4,400.8% | +3,047.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling