+1,516.2%
HWM vs TSEM
+839.5%
+676.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.1% |
| 7D | -1.8% | -9.5% | +7.7% | +0.6% |
| 30D | -2.7% | -35.5% | +32.8% | +7.8% |
| 3M | -22.7% | -41.6% | +18.8% | -13.1% |
| 6M | -18.9% | -30.1% | +11.1% | -17.1% |
| YTD | +7.1% | +25.7% | -18.6% | -10.5% |
| 1Y | +4.7% | +50.5% | -45.8% | -17.9% |
| 3Y | +345.6% | +501.7% | -156.1% | +111.9% |
| 5Y | +588.3% | +310.9% | +277.4% | +258.2% |
| 10Y | +1,516.2% | +849.8% | +666.4% | +428.4% |
| All | +1,516.2% | +839.5% | +676.6% | +428.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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