+3,072.7%
TSEM vs CDW
+983.6%
+2,089.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.8% | +6.0% | +8.7% |
| 7D | -2.0% | +9.3% | -11.3% | -6.3% |
| 30D | -33.4% | +15.8% | -49.2% | -38.1% |
| 3M | -39.7% | +21.8% | -61.5% | -45.7% |
| 6M | -27.8% | +58.8% | -86.6% | -44.8% |
| YTD | +29.7% | +22.8% | +6.9% | +9.8% |
| 1Y | +81.1% | +17.9% | +63.2% | +57.2% |
| 3Y | +529.3% | -17.4% | +546.7% | +544.7% |
| 5Y | +315.0% | -5.7% | +320.7% | +283.7% |
| 10Y | +865.7% | +319.5% | +546.2% | +324.7% |
| All | +3,072.7% | +983.6% | +2,089.1% | +1,116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling