+80.5%
TSEM vs SW
+29.5%
+51.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.1% | -12.8% | -8.9% |
| 7D | -23.1% | +12.1% | -35.2% | -23.5% |
| 30D | -40.4% | +6.6% | -46.9% | -40.5% |
| 3M | -37.9% | -6.0% | -31.9% | -37.5% |
| 6M | -30.8% | +21.5% | -52.3% | -31.6% |
| YTD | +26.7% | +20.3% | +6.4% | +28.1% |
| 1Y | +80.5% | +28.1% | +52.3% | +81.4% |
| All | +80.5% | +29.5% | +51.0% | +81.4% |
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