+1,282.5%
TSEM vs GWW
+570.2%
+712.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -4.9% | -3.4% | -1.5% | -3.7% |
| 30D | -18.7% | -1.9% | -16.8% | -18.2% |
| 3M | -18.1% | -2.4% | -15.7% | -17.6% |
| 6M | +77.1% | +15.7% | +61.4% | +68.0% |
| YTD | +80.1% | +27.6% | +52.5% | +64.6% |
| 1Y | +220.4% | +27.2% | +193.2% | +192.9% |
| 3Y | +650.1% | +89.7% | +560.4% | +494.3% |
| 5Y | +628.9% | +223.9% | +405.0% | +362.3% |
| All | +1,282.5% | +570.2% | +712.3% | +653.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling