+253.1%
TSEM vs GWRE
-25.4%
+278.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -19.9% | +27.8% | +1.8% |
| 7D | +6.9% | -21.1% | +28.0% | +0.5% |
| 30D | +5.3% | +1.3% | +4.0% | +6.7% |
| 3M | -14.9% | +7.4% | -22.4% | -7.7% |
| 6M | +80.0% | +5.6% | +74.4% | +98.1% |
| YTD | +89.4% | -19.2% | +108.5% | +118.1% |
| 1Y | +253.1% | -25.1% | +278.2% | +310.4% |
| All | +253.1% | -25.4% | +278.5% | +310.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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