+1,492.9%
TSEM vs AWK
+967.2%
+525.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +10.4% | +2.2% | +8.3% | +10.1% |
| 30D | -12.9% | +4.4% | -17.4% | -13.6% |
| 3M | -9.2% | +15.4% | -24.5% | -11.7% |
| 6M | +98.8% | +3.5% | +95.3% | +96.4% |
| YTD | +87.2% | +9.8% | +77.4% | +82.5% |
| 1Y | +239.0% | +3.0% | +236.0% | +233.4% |
| 3Y | +679.5% | +9.7% | +669.9% | +638.4% |
| 5Y | +667.3% | -17.2% | +684.4% | +674.9% |
| 10Y | +1,301.0% | +126.1% | +1,175.0% | +951.3% |
| All | +1,492.9% | +967.2% | +525.7% | +721.6% |
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 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