+650.1%
TSEM vs GWRE
+50.1%
+600.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | -4.9% | -13.2% | +8.4% | -5.3% |
| 30D | -18.7% | -18.6% | -0.2% | -19.6% |
| 3M | -18.1% | +18.9% | -37.0% | -20.2% |
| 6M | +77.1% | -11.0% | +88.0% | +78.8% |
| YTD | +80.1% | -29.9% | +110.0% | +94.9% |
| 1Y | +220.4% | -44.3% | +264.7% | +272.4% |
| 3Y | +650.1% | +51.7% | +598.4% | +519.6% |
| All | +650.1% | +50.1% | +600.0% | +519.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling