+1,125.3%
TSEM vs TW
+211.4%
+913.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.6% |
| 7D | +10.4% | -3.5% | +13.9% | +11.1% |
| 30D | -12.9% | +0.5% | -13.4% | -13.1% |
| 3M | -9.2% | +4.9% | -14.1% | -11.2% |
| 6M | +98.8% | -17.1% | +115.9% | +105.4% |
| YTD | +87.2% | -3.9% | +91.1% | +85.5% |
| 1Y | +239.0% | -13.3% | +252.2% | +244.2% |
| 3Y | +679.5% | +20.9% | +658.6% | +614.3% |
| 5Y | +667.3% | +20.5% | +646.8% | +594.7% |
| All | +1,125.3% | +211.4% | +913.9% | +769.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling