+523.5%
TSEM vs AWK
+30.8%
+492.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.1% | +7.3% |
| 7D | +6.8% | 0.0% | +6.7% | +7.1% |
| 30D | -26.6% | +15.5% | -42.1% | -18.3% |
| 3M | -36.3% | +10.0% | -46.3% | -30.8% |
| 6M | -30.6% | +20.4% | -51.0% | -20.0% |
| YTD | +35.3% | +17.1% | +18.2% | +55.1% |
| 1Y | +59.2% | +18.3% | +41.0% | +83.6% |
| All | +523.5% | +30.8% | +492.7% | +576.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling