+310.9%
TSEM vs WAT
+36.4%
+274.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.7% |
| 3M | -41.6% | +15.5% | -57.0% | -43.4% |
| 6M | -30.1% | +33.9% | -64.0% | -34.9% |
| YTD | +25.7% | +25.2% | +0.5% | +17.4% |
| 1Y | +50.5% | +26.3% | +24.2% | +40.2% |
| 3Y | +501.7% | +85.8% | +415.9% | +397.1% |
| 5Y | +310.9% | +35.3% | +275.6% | +276.3% |
| All | +310.9% | +36.4% | +274.5% | +276.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling