+11.3%
TSEM vs THC
+568.5%
-557.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.6% | +7.3% | +7.8% |
| 7D | +6.9% | -0.7% | +7.5% | +7.0% |
| 30D | +5.3% | +1.3% | +4.0% | +5.1% |
| 3M | -14.9% | +64.2% | -79.2% | -21.4% |
| 6M | +80.0% | +8.3% | +71.8% | +75.8% |
| YTD | +89.4% | +33.4% | +56.0% | +78.8% |
| 1Y | +253.1% | +37.7% | +215.4% | +230.8% |
| 3Y | +642.1% | +236.8% | +405.3% | +502.6% |
| 5Y | +659.1% | +249.3% | +409.8% | +495.1% |
| 10Y | +1,291.4% | +995.2% | +296.1% | +735.7% |
| All | +11.3% | +568.5% | -557.2% | -46.5% |
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 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