+1,282.5%
TSEM vs NWSA
+149.4%
+1,133.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.9% | -2.8% | -2.1% | -3.9% |
| 30D | -18.7% | +3.0% | -21.8% | -19.7% |
| 3M | -18.1% | +12.3% | -30.4% | -23.0% |
| 6M | +77.1% | +21.9% | +55.2% | +59.8% |
| YTD | +80.1% | +13.6% | +66.6% | +65.9% |
| 1Y | +220.4% | +0.5% | +219.9% | +210.4% |
| 3Y | +650.1% | +43.8% | +606.3% | +519.1% |
| 5Y | +628.9% | +41.2% | +587.7% | +489.6% |
| All | +1,282.5% | +149.4% | +1,133.1% | +718.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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