+644.7%
TSEM vs WAT
-4.9%
+649.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +4.7% | -1.8% | +6.5% | +5.1% |
| 30D | -14.2% | -1.7% | -12.6% | -13.9% |
| 3M | -5.0% | +9.1% | -14.1% | -7.1% |
| 6M | +87.6% | +32.4% | +55.1% | +73.4% |
| YTD | +84.4% | +6.6% | +77.9% | +78.4% |
| 1Y | +235.4% | +34.7% | +200.7% | +203.5% |
| 3Y | +668.0% | +53.6% | +614.4% | +558.7% |
| 5Y | +644.7% | -4.1% | +648.8% | +699.8% |
| All | +644.7% | -4.9% | +649.6% | +699.8% |
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