+679.5%
TSEM vs WAB
+168.6%
+510.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.6% |
| 7D | +10.4% | +1.7% | +8.8% | +9.1% |
| 30D | -12.9% | -2.4% | -10.5% | -11.2% |
| 3M | -9.2% | +9.7% | -18.9% | -15.2% |
| 6M | +98.8% | +16.5% | +82.3% | +77.9% |
| YTD | +87.2% | +33.7% | +53.5% | +51.5% |
| 1Y | +239.0% | +49.7% | +189.3% | +154.4% |
| 3Y | +679.5% | +170.9% | +508.6% | +385.8% |
| All | +679.5% | +168.6% | +510.9% | +385.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling