+1,388.5%
HWM vs TSEM
+783.8%
+604.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.3% | +1.3% |
| 7D | +3.4% | -17.5% | +20.9% | +8.2% |
| 30D | -7.5% | -44.7% | +37.1% | +6.4% |
| 3M | -28.9% | -38.9% | +10.0% | -21.1% |
| 6M | -19.6% | -36.7% | +17.1% | -15.6% |
| YTD | +0.6% | +17.0% | -16.4% | -14.3% |
| 1Y | +0.3% | +62.8% | -62.5% | -23.8% |
| 3Y | +326.1% | +471.3% | -145.2% | +105.5% |
| 5Y | +525.2% | +290.3% | +234.9% | +229.3% |
| 10Y | +1,492.9% | +790.1% | +702.8% | +442.5% |
| All | +1,388.5% | +783.8% | +604.7% | +408.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling