+964.4%
TSEM vs AWK
+1,044.2%
-79.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -7.1% |
| 7D | +7.0% | +0.1% | +6.8% | +6.9% |
| 30D | -29.8% | +14.3% | -44.0% | -31.2% |
| 3M | -41.9% | +10.3% | -52.2% | -42.9% |
| 6M | -45.8% | +18.9% | -64.7% | -47.6% |
| YTD | +25.1% | +17.7% | +7.4% | +20.4% |
| 1Y | +48.2% | +16.9% | +31.4% | +42.7% |
| 3Y | +476.5% | +32.2% | +444.3% | +423.2% |
| 5Y | +301.4% | -2.2% | +303.6% | +290.0% |
| 10Y | +812.9% | +156.1% | +656.8% | +566.9% |
| All | +964.4% | +1,044.2% | -79.8% | +442.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling