+786.5%
TSEM vs AWK
+157.1%
+629.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -7.0% |
| 7D | +7.0% | +0.1% | +6.8% | +7.0% |
| 30D | -29.8% | +14.3% | -44.0% | -30.0% |
| 3M | -41.9% | +10.3% | -52.2% | -42.1% |
| 6M | -45.8% | +18.9% | -64.7% | -46.3% |
| YTD | +25.1% | +17.7% | +7.4% | +23.5% |
| 1Y | +48.2% | +16.9% | +31.4% | +46.4% |
| 3Y | +476.5% | +32.2% | +444.3% | +437.9% |
| 5Y | +301.4% | -2.2% | +303.6% | +301.4% |
| All | +786.5% | +157.1% | +629.4% | +647.9% |
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