-23.8%
TSEM vs THC
+628.9%
-652.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +10.6% |
| 7D | -2.0% | +7.5% | -9.4% | -3.0% |
| 30D | -33.4% | +9.6% | -43.0% | -34.4% |
| 3M | -39.7% | +10.3% | -49.9% | -40.6% |
| 6M | -27.8% | +51.8% | -79.6% | -32.8% |
| YTD | +29.7% | +45.4% | -15.7% | +20.8% |
| 1Y | +81.1% | +40.8% | +40.3% | +69.1% |
| 3Y | +529.3% | +448.8% | +80.5% | +377.3% |
| 5Y | +315.0% | +263.4% | +51.6% | +223.7% |
| 10Y | +865.7% | +1,800.1% | -934.4% | +443.8% |
| All | -23.8% | +628.9% | -652.7% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling