+1,196.4%
TSEM vs SCHG
+1,121.7%
+74.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.5% |
| 7D | +0.9% | -2.7% | +3.7% | +3.9% |
| 30D | -16.6% | -2.2% | -14.4% | -14.7% |
| 3M | -10.9% | +6.2% | -17.1% | -15.9% |
| 6M | +78.0% | +13.4% | +64.7% | +57.9% |
| YTD | +77.2% | +7.1% | +70.1% | +67.1% |
| 1Y | +207.6% | +12.5% | +195.0% | +178.2% |
| 3Y | +637.8% | +86.2% | +551.7% | +307.8% |
| 5Y | +617.0% | +83.9% | +533.1% | +282.0% |
| 10Y | +1,270.7% | +451.3% | +819.4% | +86.7% |
| All | +1,196.4% | +1,121.7% | +74.7% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling