+852.7%
TSEM vs CDW
+315.4%
+537.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +20.5% | +9.1% | +11.4% | +16.1% |
| 30D | -29.0% | +13.7% | -42.7% | -33.3% |
| 3M | -39.4% | +27.0% | -66.4% | -46.5% |
| 6M | -28.5% | +75.9% | -104.4% | -48.2% |
| YTD | +34.4% | +28.9% | +5.6% | +11.2% |
| 1Y | +48.3% | +19.6% | +28.7% | +28.1% |
| 3Y | +543.5% | -14.6% | +558.2% | +552.8% |
| 5Y | +331.4% | -3.2% | +334.6% | +294.4% |
| All | +852.7% | +315.4% | +537.3% | +312.8% |
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