+235.4%
TSEM vs CDW
-13.5%
+248.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | +4.7% | -4.2% | +9.0% | +5.1% |
| 30D | -14.2% | +4.9% | -19.1% | -14.7% |
| 3M | -5.0% | +7.3% | -12.3% | -5.4% |
| 6M | +87.6% | +19.2% | +68.4% | +78.3% |
| YTD | +84.4% | +6.2% | +78.3% | +86.7% |
| 1Y | +235.4% | -14.0% | +249.4% | +274.4% |
| All | +235.4% | -13.5% | +248.9% | +274.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling