+650.1%
TSEM vs SCHG
+86.3%
+563.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.5% |
| 7D | -4.9% | -1.0% | -3.8% | -3.5% |
| 30D | -18.7% | -1.3% | -17.5% | -17.5% |
| 3M | -18.1% | +5.4% | -23.6% | -23.3% |
| 6M | +77.1% | +14.4% | +62.7% | +50.3% |
| YTD | +80.1% | +8.0% | +72.1% | +64.5% |
| 1Y | +220.4% | +12.7% | +207.7% | +181.1% |
| 3Y | +650.1% | +85.6% | +564.5% | +330.8% |
| All | +650.1% | +86.3% | +563.8% | +330.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling