+80.5%
TSEM vs GWW
+55.5%
+25.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.5% | -15.3% | -9.7% |
| 7D | -23.1% | +11.1% | -34.2% | -24.7% |
| 30D | -40.4% | +15.7% | -56.1% | -42.4% |
| 3M | -37.9% | +14.8% | -52.6% | -39.7% |
| 6M | -30.8% | +30.9% | -61.7% | -36.0% |
| YTD | +26.7% | +48.5% | -21.7% | +12.4% |
| 1Y | +80.5% | +57.1% | +23.4% | +57.8% |
| All | +80.5% | +55.5% | +25.0% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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