+2,724.8%
TSEM vs NWSA
+102.5%
+2,622.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.7% | -9.6% | -7.9% |
| 7D | +7.0% | +2.2% | +4.8% | +6.0% |
| 30D | -29.8% | -8.8% | -21.0% | -27.6% |
| 3M | -41.9% | -6.5% | -35.4% | -41.1% |
| 6M | -45.8% | +1.5% | -47.3% | -47.9% |
| YTD | +25.1% | +4.0% | +21.1% | +17.5% |
| 1Y | +48.2% | +3.4% | +44.8% | +39.5% |
| 3Y | +476.5% | +34.8% | +441.6% | +380.1% |
| 5Y | +301.4% | +18.4% | +283.1% | +242.8% |
| 10Y | +812.9% | +149.2% | +663.8% | +416.1% |
| All | +2,724.8% | +102.5% | +2,622.3% | +1,700.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling