-26.1%
TSEM vs THC
+632.1%
-658.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.1% |
| 7D | -9.5% | +8.8% | -18.3% | -10.6% |
| 30D | -35.5% | +10.0% | -45.5% | -36.4% |
| 3M | -41.6% | +11.7% | -53.2% | -42.6% |
| 6M | -30.1% | +52.5% | -82.5% | -34.9% |
| YTD | +25.7% | +46.1% | -20.4% | +17.0% |
| 1Y | +50.5% | +49.1% | +1.4% | +39.5% |
| 3Y | +501.7% | +439.6% | +62.1% | +357.4% |
| 5Y | +310.9% | +263.2% | +47.8% | +220.6% |
| 10Y | +849.8% | +1,900.5% | -1,050.7% | +431.4% |
| All | -26.1% | +632.1% | -658.2% | -65.0% |
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