+253.1%
TSEM vs GWW
+31.2%
+221.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.9% | +7.0% | +7.6% |
| 7D | +6.9% | +1.4% | +5.5% | +6.4% |
| 30D | +5.3% | +3.3% | +2.0% | +4.3% |
| 3M | -14.9% | +2.9% | -17.8% | -16.1% |
| 6M | +80.0% | +15.8% | +64.2% | +69.6% |
| YTD | +89.4% | +32.0% | +57.3% | +71.4% |
| 1Y | +253.1% | +29.9% | +223.2% | +219.2% |
| All | +253.1% | +31.2% | +221.9% | +219.2% |
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