+220.4%
TSEM vs NWSA
+3.0%
+217.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.8% |
| 7D | -4.9% | -2.8% | -2.1% | -6.9% |
| 30D | -18.7% | +3.0% | -21.8% | -16.7% |
| 3M | -18.1% | +12.3% | -30.4% | -9.5% |
| 6M | +77.1% | +21.9% | +55.2% | +97.6% |
| YTD | +80.1% | +13.6% | +66.6% | +105.1% |
| 1Y | +220.4% | +0.5% | +219.9% | +267.3% |
| All | +220.4% | +3.0% | +217.4% | +267.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling