+1,282.5%
TSEM vs WAB
+296.8%
+985.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -18.7% | -4.1% | -14.7% | -17.2% |
| 3M | -18.1% | +8.2% | -26.3% | -20.7% |
| 6M | +77.1% | +15.4% | +61.7% | +67.5% |
| YTD | +80.1% | +33.1% | +47.0% | +60.5% |
| 1Y | +220.4% | +48.1% | +172.3% | +174.2% |
| 3Y | +650.1% | +167.7% | +482.3% | +420.7% |
| 5Y | +628.9% | +225.7% | +403.2% | +362.5% |
| All | +1,282.5% | +296.8% | +985.7% | +647.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling