+1,301.0%
TSEM vs CDW
+263.0%
+1,038.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | +1.2% |
| 7D | +10.4% | -3.9% | +14.3% | +12.2% |
| 30D | -12.9% | +6.9% | -19.8% | -16.1% |
| 3M | -9.2% | +7.7% | -16.9% | -14.5% |
| 6M | +98.8% | +18.3% | +80.4% | +73.4% |
| YTD | +87.2% | +7.8% | +79.4% | +69.4% |
| 1Y | +239.0% | -12.2% | +251.1% | +242.8% |
| 3Y | +679.5% | -28.9% | +708.4% | +766.6% |
| 5Y | +667.3% | -22.8% | +690.0% | +687.2% |
| 10Y | +1,301.0% | +266.1% | +1,035.0% | +486.1% |
| All | +1,301.0% | +263.0% | +1,038.0% | +486.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling