+617.0%
TSEM vs TW
+19.6%
+597.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -3.9% |
| 7D | +0.9% | -2.7% | +3.7% | +1.2% |
| 30D | -16.6% | -1.7% | -14.9% | -16.5% |
| 3M | -10.9% | +1.6% | -12.5% | -11.8% |
| 6M | +78.0% | -17.7% | +95.7% | +83.6% |
| YTD | +77.2% | -4.3% | +81.5% | +76.2% |
| 1Y | +207.6% | -13.1% | +220.7% | +212.1% |
| 3Y | +637.8% | +20.3% | +617.6% | +593.5% |
| 5Y | +617.0% | +22.0% | +595.0% | +626.3% |
| All | +617.0% | +19.6% | +597.4% | +626.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling