+903.8%
TSEM vs SW
+730.4%
+173.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.5% | -10.5% | -11.8% |
| 7D | -30.3% | +4.7% | -35.0% | -30.6% |
| 30D | -49.3% | +5.0% | -54.3% | -49.6% |
| 3M | -38.0% | -7.3% | -30.6% | -37.6% |
| 6M | -41.9% | +15.0% | -56.9% | -42.8% |
| YTD | +11.6% | +18.5% | -7.0% | +9.1% |
| 1Y | +50.5% | +27.1% | +23.3% | +46.3% |
| 3Y | +445.3% | +49.3% | +396.0% | +424.4% |
| 5Y | +272.2% | -1.6% | +273.9% | +262.2% |
| 10Y | +748.9% | +185.4% | +563.6% | +659.6% |
| All | +903.8% | +730.4% | +173.4% | +715.7% |
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