+637.8%
TSEM vs TW
+20.3%
+617.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -3.9% |
| 7D | +0.9% | -2.7% | +3.7% | +0.9% |
| 30D | -16.6% | -1.7% | -14.9% | -16.7% |
| 3M | -10.9% | +1.6% | -12.5% | -11.4% |
| 6M | +78.0% | -17.7% | +95.7% | +83.8% |
| YTD | +77.2% | -4.3% | +81.5% | +76.6% |
| 1Y | +207.6% | -13.1% | +220.7% | +212.9% |
| All | +637.8% | +20.3% | +617.6% | +629.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling