+644.7%
TSEM vs AWK
-16.7%
+661.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | +4.7% | +0.6% | +4.1% | +4.9% |
| 30D | -14.2% | +4.3% | -18.5% | -13.3% |
| 3M | -5.0% | +12.5% | -17.6% | -2.3% |
| 6M | +87.6% | +3.3% | +84.3% | +91.3% |
| YTD | +84.4% | +9.8% | +74.7% | +89.7% |
| 1Y | +235.4% | +2.9% | +232.5% | +244.0% |
| 3Y | +668.0% | +9.6% | +658.4% | +675.6% |
| 5Y | +644.7% | -16.7% | +661.4% | +682.5% |
| All | +644.7% | -16.7% | +661.5% | +682.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling