+1,079.0%
TSEM vs TW
+206.7%
+872.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -4.9% | -4.5% | -0.4% | -4.0% |
| 30D | -18.7% | -2.3% | -16.5% | -18.4% |
| 3M | -18.1% | +2.6% | -20.7% | -19.5% |
| 6M | +77.1% | -17.5% | +94.6% | +83.1% |
| YTD | +80.1% | -5.3% | +85.4% | +79.0% |
| 1Y | +220.4% | -14.8% | +235.2% | +226.6% |
| 3Y | +650.1% | +18.8% | +631.2% | +589.7% |
| 5Y | +628.9% | +20.7% | +608.2% | +558.4% |
| All | +1,079.0% | +206.7% | +872.3% | +739.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling