+1,282.5%
TSEM vs AWK
+132.0%
+1,150.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.7% |
| 7D | -4.9% | -2.1% | -2.7% | -4.8% |
| 30D | -18.7% | +2.1% | -20.8% | -18.9% |
| 3M | -18.1% | +11.4% | -29.5% | -18.9% |
| 6M | +77.1% | +3.9% | +73.2% | +76.2% |
| YTD | +80.1% | +7.7% | +72.4% | +78.2% |
| 1Y | +220.4% | +1.3% | +219.1% | +218.9% |
| 3Y | +650.1% | +7.2% | +642.9% | +623.1% |
| 5Y | +628.9% | -17.0% | +645.9% | +645.7% |
| All | +1,282.5% | +132.0% | +1,150.5% | +1,066.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling