+1,603.8%
TSEM vs SW
+755.0%
+848.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.3% | +6.6% | +7.7% |
| 7D | +6.9% | -5.1% | +12.0% | +7.4% |
| 30D | +5.3% | -4.6% | +9.9% | +5.7% |
| 3M | -14.9% | +9.4% | -24.3% | -15.8% |
| 6M | +80.0% | +3.5% | +76.5% | +78.8% |
| YTD | +89.4% | +22.0% | +67.3% | +85.0% |
| 1Y | +253.1% | +2.2% | +250.9% | +249.5% |
| 3Y | +642.1% | +19.6% | +622.5% | +623.2% |
| 5Y | +659.1% | -2.3% | +661.4% | +638.8% |
| 10Y | +1,291.4% | +181.4% | +1,110.0% | +1,143.4% |
| All | +1,603.8% | +755.0% | +848.8% | +1,282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling