+80.5%
TSEM vs SCHG
+5.5%
+74.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.3% | -10.0% | -11.5% |
| 7D | -23.1% | -2.5% | -20.6% | -18.4% |
| 30D | -40.4% | -5.4% | -34.9% | -31.9% |
| 3M | -37.9% | -2.2% | -35.7% | -33.6% |
| 6M | -30.8% | +5.2% | -36.0% | -35.2% |
| YTD | +26.7% | +6.8% | +19.9% | +17.6% |
| 1Y | +80.5% | +5.9% | +74.6% | +75.0% |
| All | +80.5% | +5.5% | +74.9% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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