+769.2%
TSEM vs SW
+182.7%
+586.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.8% | +5.0% |
| 7D | -17.5% | +2.3% | -19.8% | -17.8% |
| 30D | -44.7% | +6.8% | -51.5% | -45.2% |
| 3M | -38.9% | -5.2% | -33.7% | -38.6% |
| 6M | -36.7% | +7.4% | -44.1% | -37.6% |
| YTD | +17.0% | +17.4% | -0.4% | +13.2% |
| 1Y | +62.8% | +27.1% | +35.7% | +55.9% |
| 3Y | +471.3% | +47.9% | +423.4% | +440.4% |
| 5Y | +290.3% | -2.6% | +292.8% | +277.1% |
| All | +769.2% | +182.7% | +586.6% | +632.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling