+444.9%
TSEM vs SW
+40.4%
+404.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.5% | -10.5% | -11.6% |
| 7D | -30.3% | +4.7% | -35.0% | -31.1% |
| 30D | -49.3% | +5.0% | -54.3% | -50.0% |
| 3M | -38.0% | -7.3% | -30.6% | -37.0% |
| 6M | -41.9% | +15.0% | -56.9% | -44.6% |
| YTD | +11.6% | +18.5% | -7.0% | +3.7% |
| 1Y | +50.5% | +27.1% | +23.3% | +36.6% |
| All | +444.9% | +40.4% | +404.5% | +408.4% |
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 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