+80.5%
TSEM vs WAT
+32.9%
+47.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.7% | -10.4% | -9.0% |
| 7D | -23.1% | -1.9% | -21.2% | -22.8% |
| 30D | -40.4% | +6.2% | -46.6% | -40.6% |
| 3M | -37.9% | +18.1% | -55.9% | -38.7% |
| 6M | -30.8% | +54.9% | -85.7% | -35.2% |
| YTD | +26.7% | +23.1% | +3.6% | +15.8% |
| 1Y | +80.5% | +27.3% | +53.2% | +61.4% |
| All | +80.5% | +32.9% | +47.5% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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