+220.4%
TSEM vs AWK
+1.9%
+218.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | 0.0% |
| 7D | -4.9% | -2.1% | -2.7% | -7.1% |
| 30D | -18.7% | +2.1% | -20.8% | -16.5% |
| 3M | -18.1% | +11.4% | -29.5% | -7.0% |
| 6M | +77.1% | +3.9% | +73.2% | +92.0% |
| YTD | +80.1% | +7.7% | +72.4% | +102.3% |
| 1Y | +220.4% | +1.3% | +219.1% | +243.2% |
| All | +220.4% | +1.9% | +218.4% | +243.2% |
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