+2,720.1%
TSEM vs CNH
+32.2%
+2,687.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.8% | +2.1% | +3.9% |
| 7D | -17.5% | -1.7% | -15.8% | -16.9% |
| 30D | -44.7% | -7.2% | -37.5% | -43.4% |
| 3M | -38.9% | +6.5% | -45.4% | -40.9% |
| 6M | -36.7% | +7.9% | -44.5% | -39.3% |
| YTD | +17.0% | +26.6% | -9.6% | +5.5% |
| 1Y | +62.8% | +13.8% | +49.1% | +52.1% |
| 3Y | +471.3% | +9.2% | +462.1% | +426.6% |
| 5Y | +290.3% | -15.6% | +305.9% | +278.4% |
| 10Y | +790.1% | +119.2% | +670.9% | +487.4% |
| All | +2,720.1% | +32.2% | +2,687.9% | +1,984.6% |
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