+655.5%
TSEM vs SW
+19.6%
+635.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.3% | +6.6% | +7.6% |
| 7D | +6.9% | -5.1% | +12.0% | +8.2% |
| 30D | +5.3% | -4.6% | +9.9% | +6.3% |
| 3M | -14.9% | +9.4% | -24.3% | -17.4% |
| 6M | +80.0% | +3.5% | +76.5% | +76.4% |
| YTD | +89.4% | +22.0% | +67.3% | +75.8% |
| 1Y | +253.1% | +2.2% | +250.9% | +243.6% |
| All | +655.5% | +19.6% | +635.9% | +588.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling