+679.5%
TSEM vs WAT
+49.0%
+630.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.8% |
| 7D | +10.4% | -0.7% | +11.2% | +10.6% |
| 30D | -12.9% | -1.0% | -12.0% | -12.8% |
| 3M | -9.2% | +10.9% | -20.1% | -11.3% |
| 6M | +98.8% | +33.2% | +65.6% | +84.0% |
| YTD | +87.2% | +6.1% | +81.1% | +81.3% |
| 1Y | +239.0% | +30.2% | +208.7% | +209.1% |
| 3Y | +679.5% | +52.9% | +626.6% | +574.3% |
| All | +679.5% | +49.0% | +630.5% | +574.3% |
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