+59.2%
TSEM vs WAT
+23.9%
+35.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.6% | +7.8% |
| 7D | +6.8% | +0.7% | +6.1% | +6.6% |
| 30D | -26.6% | +9.0% | -35.6% | -27.0% |
| 3M | -36.3% | +13.5% | -49.8% | -36.9% |
| 6M | -30.6% | +35.3% | -65.9% | -31.7% |
| YTD | +35.3% | +24.0% | +11.3% | +22.8% |
| 1Y | +59.2% | +22.0% | +37.3% | +46.6% |
| All | +59.2% | +23.9% | +35.3% | +46.6% |
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