+501.7%
TSEM vs WAT
+87.1%
+414.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -3.0% |
| 7D | -9.5% | +3.4% | -12.9% | -10.1% |
| 30D | -35.5% | +9.6% | -45.1% | -36.6% |
| 3M | -41.6% | +15.5% | -57.0% | -43.3% |
| 6M | -30.1% | +33.9% | -64.0% | -34.6% |
| YTD | +25.7% | +25.2% | +0.5% | +17.5% |
| 1Y | +50.5% | +26.3% | +24.2% | +40.3% |
| 3Y | +501.7% | +85.8% | +415.9% | +406.3% |
| All | +501.7% | +87.1% | +414.6% | +406.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling