+220.4%
TSEM vs TW
-14.2%
+234.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.3% |
| 7D | -4.9% | -4.5% | -0.4% | -6.5% |
| 30D | -18.7% | -2.3% | -16.5% | -19.4% |
| 3M | -18.1% | +2.6% | -20.7% | -17.5% |
| 6M | +77.1% | -17.5% | +94.6% | +80.3% |
| YTD | +80.1% | -5.3% | +85.4% | +80.0% |
| 1Y | +220.4% | -14.8% | +235.2% | +212.8% |
| All | +220.4% | -14.2% | +234.6% | +212.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling