+644.7%
TSEM vs WAB
+224.0%
+420.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.7% |
| 7D | +4.7% | +0.2% | +4.5% | +4.6% |
| 30D | -14.2% | -4.6% | -9.7% | -11.8% |
| 3M | -5.0% | +5.6% | -10.7% | -7.8% |
| 6M | +87.6% | +13.8% | +73.8% | +75.3% |
| YTD | +84.4% | +31.9% | +52.6% | +59.4% |
| 1Y | +235.4% | +48.3% | +187.1% | +173.8% |
| 3Y | +668.0% | +167.1% | +500.8% | +410.6% |
| 5Y | +644.7% | +222.9% | +421.9% | +340.6% |
| All | +644.7% | +224.0% | +420.8% | +340.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling