+786.5%
TSEM vs WCC
+431.3%
+355.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.7% | -5.3% | -6.3% |
| 7D | +7.0% | +9.9% | -3.0% | +3.1% |
| 30D | -29.8% | -8.4% | -21.3% | -26.4% |
| 3M | -41.9% | -10.3% | -31.6% | -38.2% |
| 6M | -45.8% | -10.5% | -35.3% | -41.7% |
| YTD | +25.1% | +32.2% | -7.1% | +17.3% |
| 1Y | +48.2% | +25.5% | +22.7% | +41.7% |
| 3Y | +476.5% | +134.7% | +341.8% | +338.2% |
| 5Y | +301.4% | +139.9% | +161.5% | +183.4% |
| All | +786.5% | +431.3% | +355.2% | +373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling