+48.2%
TSEM vs WAT
+20.2%
+28.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.9% |
| 7D | +7.0% | +0.6% | +6.4% | +6.9% |
| 30D | -29.8% | +5.4% | -35.2% | -29.7% |
| 3M | -41.9% | +11.3% | -53.2% | -42.1% |
| 6M | -45.8% | +37.4% | -83.2% | -46.1% |
| YTD | +25.1% | +21.2% | +3.9% | +14.1% |
| 1Y | +48.2% | +21.3% | +26.9% | +35.5% |
| All | +48.2% | +20.2% | +28.1% | +35.5% |
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