+80.5%
TSEM vs WAB
+46.5%
+33.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.1% | -9.8% | -9.8% |
| 7D | -23.1% | +4.5% | -27.6% | -26.5% |
| 30D | -40.4% | +1.1% | -41.4% | -40.8% |
| 3M | -37.9% | -1.3% | -36.6% | -36.9% |
| 6M | -30.8% | +12.7% | -43.6% | -37.6% |
| YTD | +26.7% | +38.7% | -11.9% | -8.2% |
| 1Y | +80.5% | +44.9% | +35.5% | +20.6% |
| All | +80.5% | +46.5% | +33.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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