+679.5%
TSEM vs AWK
+9.9%
+669.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.2% |
| 7D | +10.4% | +2.2% | +8.3% | +11.6% |
| 30D | -12.9% | +4.4% | -17.4% | -10.8% |
| 3M | -9.2% | +15.4% | -24.5% | -2.2% |
| 6M | +98.8% | +3.5% | +95.3% | +107.1% |
| YTD | +87.2% | +9.8% | +77.4% | +99.4% |
| 1Y | +239.0% | +3.0% | +236.0% | +256.8% |
| All | +679.5% | +9.9% | +669.6% | +686.7% |
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