+471.3%
TSEM vs CDW
-21.8%
+493.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.7% | +5.1% |
| 7D | -17.5% | +2.1% | -19.6% | -18.2% |
| 30D | -44.7% | +14.7% | -59.4% | -47.2% |
| 3M | -38.9% | +11.1% | -50.0% | -41.5% |
| 6M | -36.7% | +45.6% | -82.3% | -47.3% |
| YTD | +17.0% | +17.1% | -0.1% | +5.9% |
| 1Y | +62.8% | +13.2% | +49.7% | +51.4% |
| 3Y | +471.3% | -22.2% | +493.5% | +490.2% |
| All | +471.3% | -21.8% | +493.1% | +490.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling