-42.3%
TSEM vs WAT
+10,816.8%
-10,859.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.9% | +8.1% |
| 7D | +6.9% | -1.3% | +8.2% | +7.3% |
| 30D | +5.3% | +2.3% | +3.0% | +4.6% |
| 3M | -14.9% | +8.7% | -23.7% | -16.9% |
| 6M | +80.0% | +28.3% | +51.7% | +66.7% |
| YTD | +89.4% | +7.8% | +81.6% | +82.3% |
| 1Y | +253.1% | +36.6% | +216.5% | +217.3% |
| 3Y | +642.1% | +45.7% | +596.4% | +539.4% |
| 5Y | +659.1% | -3.3% | +662.4% | +619.1% |
| 10Y | +1,291.4% | +162.1% | +1,129.3% | +890.1% |
| All | -42.3% | +10,816.8% | -10,859.1% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling