+1,217.9%
TSEM vs SCHG
+1,132.2%
+85.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.7% |
| 7D | -4.9% | -1.0% | -3.8% | -3.8% |
| 30D | -18.7% | -1.3% | -17.5% | -17.7% |
| 3M | -18.1% | +5.4% | -23.6% | -22.2% |
| 6M | +77.1% | +14.4% | +62.7% | +55.5% |
| YTD | +80.1% | +8.0% | +72.1% | +68.3% |
| 1Y | +220.4% | +12.7% | +207.7% | +189.2% |
| 3Y | +650.1% | +85.6% | +564.5% | +315.7% |
| 5Y | +628.9% | +85.5% | +543.4% | +284.9% |
| 10Y | +1,293.4% | +456.0% | +837.4% | +88.1% |
| All | +1,217.9% | +1,132.2% | +85.7% | -25.3% |
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 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