+10.0%
TSEM vs GWW
+7,914.6%
-7,904.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | -0.1% |
| 7D | +10.4% | -1.5% | +12.0% | +11.0% |
| 30D | -12.9% | +1.1% | -14.0% | -13.3% |
| 3M | -9.2% | -1.0% | -8.2% | -9.1% |
| 6M | +98.8% | +16.3% | +82.5% | +87.5% |
| YTD | +87.2% | +28.5% | +58.7% | +69.5% |
| 1Y | +239.0% | +30.3% | +208.7% | +205.1% |
| 3Y | +679.5% | +91.6% | +587.9% | +502.3% |
| 5Y | +667.3% | +224.0% | +443.3% | +372.6% |
| 10Y | +1,301.0% | +551.3% | +749.7% | +530.6% |
| All | +10.0% | +7,914.6% | -7,904.6% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling