+273.0%
TSEM vs CDW
-10.5%
+283.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.7% | +5.1% |
| 7D | -17.5% | +2.1% | -19.6% | -18.3% |
| 30D | -44.7% | +14.7% | -59.4% | -47.4% |
| 3M | -38.9% | +11.1% | -50.0% | -41.8% |
| 6M | -36.7% | +45.6% | -82.3% | -47.2% |
| YTD | +17.0% | +17.1% | -0.1% | +5.2% |
| 1Y | +62.8% | +13.2% | +49.7% | +49.6% |
| 3Y | +471.3% | -22.2% | +493.5% | +508.8% |
| All | +273.0% | -10.5% | +283.5% | +275.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling