+676.6%
TSEM vs CDW
-25.0%
+701.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +8.2% |
| 7D | +6.9% | +3.2% | +3.7% | +5.7% |
| 30D | +5.3% | +9.3% | -4.0% | +1.7% |
| 3M | -14.9% | +9.8% | -24.7% | -18.3% |
| 6M | +80.0% | +23.3% | +56.7% | +59.4% |
| YTD | +89.4% | +13.7% | +75.7% | +73.7% |
| 1Y | +253.1% | -6.5% | +259.6% | +264.8% |
| All | +676.6% | -25.0% | +701.6% | +742.4% |
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 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