+253.1%
TSEM vs SW
+1.0%
+252.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.3% | +6.6% | +7.8% |
| 7D | +6.9% | -5.1% | +12.0% | +7.1% |
| 30D | +5.3% | -4.6% | +9.9% | +5.5% |
| 3M | -14.9% | +9.4% | -24.3% | -15.7% |
| 6M | +80.0% | +3.5% | +76.5% | +75.8% |
| YTD | +89.4% | +22.0% | +67.3% | +88.3% |
| 1Y | +253.1% | +2.2% | +250.9% | +250.5% |
| All | +253.1% | +1.0% | +252.1% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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