+80.5%
TSEM vs AWK
+20.7%
+59.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.2% | -10.9% | -5.8% |
| 7D | -23.1% | +7.0% | -30.1% | -15.2% |
| 30D | -40.4% | +17.0% | -57.4% | -25.8% |
| 3M | -37.9% | +12.4% | -50.3% | -25.6% |
| 6M | -30.8% | +19.6% | -50.4% | -9.9% |
| YTD | +26.7% | +17.0% | +9.7% | +64.4% |
| 1Y | +80.5% | +20.0% | +60.5% | +142.5% |
| All | +80.5% | +20.7% | +59.8% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling