+865.7%
TSEM vs THC
+1,325.8%
-460.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +10.6% |
| 7D | -2.0% | +7.5% | -9.4% | -3.1% |
| 30D | -33.4% | +9.6% | -43.0% | -34.4% |
| 3M | -39.7% | +10.3% | -49.9% | -40.7% |
| 6M | -27.8% | +51.8% | -79.6% | -33.2% |
| YTD | +29.7% | +45.4% | -15.7% | +20.0% |
| 1Y | +81.1% | +40.8% | +40.3% | +68.1% |
| 3Y | +529.3% | +448.8% | +80.5% | +355.3% |
| 5Y | +315.0% | +263.4% | +51.6% | +210.9% |
| 10Y | +865.7% | +1,800.1% | -934.4% | +408.4% |
| All | +865.7% | +1,325.8% | -460.1% | +408.4% |
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