-45.1%
TSEM vs WAB
+4,092.2%
-4,137.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.7% | +7.1% | +7.6% |
| 7D | +6.9% | -3.2% | +10.1% | +8.0% |
| 30D | +5.3% | -4.4% | +9.7% | +6.8% |
| 3M | -14.9% | +7.9% | -22.8% | -16.8% |
| 6M | +80.0% | +8.7% | +71.3% | +76.3% |
| YTD | +89.4% | +33.0% | +56.4% | +74.3% |
| 1Y | +253.1% | +46.7% | +206.4% | +216.3% |
| 3Y | +642.1% | +153.0% | +489.1% | +470.0% |
| 5Y | +659.1% | +222.3% | +436.8% | +436.9% |
| 10Y | +1,291.4% | +291.0% | +1,000.4% | +782.2% |
| All | -45.1% | +4,092.2% | -4,137.3% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling