+48.2%
TSEM vs WAB
+42.5%
+5.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.1% |
| 7D | +7.0% | +5.1% | +1.9% | +1.9% |
| 30D | -29.8% | +4.0% | -33.8% | -31.7% |
| 3M | -41.9% | +0.1% | -42.0% | -41.5% |
| 6M | -45.8% | +12.8% | -58.5% | -50.1% |
| YTD | +25.1% | +40.1% | -15.0% | -0.1% |
| 1Y | +48.2% | +46.4% | +1.9% | +14.0% |
| All | +48.2% | +42.5% | +5.7% | +14.0% |
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