+220.4%
TSEM vs SCHG
+13.0%
+207.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | 0.0% |
| 7D | -4.9% | -1.0% | -3.8% | -3.0% |
| 30D | -18.7% | -1.3% | -17.5% | -17.0% |
| 3M | -18.1% | +5.4% | -23.6% | -25.7% |
| 6M | +77.1% | +14.4% | +62.7% | +38.2% |
| YTD | +80.1% | +8.0% | +72.1% | +57.7% |
| 1Y | +220.4% | +12.7% | +207.7% | +165.3% |
| All | +220.4% | +13.0% | +207.4% | +165.3% |
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