+272.2%
TSEM vs SW
-1.6%
+273.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.5% | -10.5% | -11.8% |
| 7D | -30.3% | +4.7% | -35.0% | -30.8% |
| 30D | -49.3% | +5.0% | -54.3% | -49.7% |
| 3M | -38.0% | -7.3% | -30.6% | -37.4% |
| 6M | -41.9% | +15.0% | -56.9% | -43.5% |
| YTD | +11.6% | +18.5% | -7.0% | +7.3% |
| 1Y | +50.5% | +27.1% | +23.3% | +43.0% |
| 3Y | +445.3% | +49.3% | +396.0% | +419.5% |
| 5Y | +272.2% | -1.6% | +273.9% | +269.5% |
| All | +272.2% | -1.6% | +273.9% | +269.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling