+1,301.0%
TSEM vs THC
+952.2%
+348.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.8% |
| 7D | +10.4% | -2.6% | +13.0% | +10.8% |
| 30D | -12.9% | -1.2% | -11.8% | -12.8% |
| 3M | -9.2% | +58.9% | -68.1% | -16.3% |
| 6M | +98.8% | +9.3% | +89.4% | +93.7% |
| YTD | +87.2% | +30.4% | +56.8% | +76.6% |
| 1Y | +239.0% | +34.6% | +204.4% | +216.8% |
| 3Y | +679.5% | +246.7% | +432.8% | +511.7% |
| 5Y | +667.3% | +244.5% | +422.7% | +482.8% |
| 10Y | +1,301.0% | +950.1% | +350.9% | +711.5% |
| All | +1,301.0% | +952.2% | +348.8% | +711.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling