+253.1%
TSEM vs WAB
+48.2%
+204.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.7% | +7.1% | +7.2% |
| 7D | +6.9% | -3.2% | +10.1% | +9.9% |
| 30D | +5.3% | -4.4% | +9.7% | +9.5% |
| 3M | -14.9% | +7.9% | -22.8% | -19.9% |
| 6M | +80.0% | +8.7% | +71.3% | +65.1% |
| YTD | +89.4% | +33.0% | +56.4% | +47.9% |
| 1Y | +253.1% | +46.7% | +206.4% | +158.1% |
| All | +253.1% | +48.2% | +204.9% | +158.1% |
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