-63.7%
TSEM vs WAB
+4,316.0%
-4,379.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.7% |
| 7D | +7.0% | +5.1% | +1.9% | +5.4% |
| 30D | -29.8% | +4.0% | -33.8% | -30.3% |
| 3M | -41.9% | +0.1% | -42.0% | -41.6% |
| 6M | -45.8% | +12.8% | -58.5% | -47.3% |
| YTD | +25.1% | +40.1% | -15.0% | +14.0% |
| 1Y | +48.2% | +46.4% | +1.9% | +33.4% |
| 3Y | +476.5% | +167.4% | +309.1% | +338.3% |
| 5Y | +301.4% | +215.0% | +86.4% | +187.0% |
| 10Y | +812.9% | +269.2% | +543.7% | +490.8% |
| All | -63.7% | +4,316.0% | -4,379.7% | -86.7% |
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