+621.7%
TSEM vs THC
+258.1%
+363.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | -18.7% | -1.2% | -17.6% | -18.7% |
| 3M | -18.1% | +52.3% | -70.4% | -22.7% |
| 6M | +77.1% | +12.4% | +64.7% | +74.4% |
| YTD | +80.1% | +32.7% | +47.4% | +72.1% |
| 1Y | +220.4% | +36.4% | +184.0% | +203.3% |
| 3Y | +650.1% | +259.3% | +390.8% | +486.5% |
| All | +621.7% | +258.1% | +363.6% | +463.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling