+42.4%
TSEM vs WCC
+1,563.0%
-1,520.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.7% | -5.3% | -6.5% |
| 7D | +7.0% | +9.9% | -3.0% | +4.5% |
| 30D | -29.8% | -8.4% | -21.3% | -27.6% |
| 3M | -41.9% | -10.3% | -31.6% | -39.5% |
| 6M | -45.8% | -10.5% | -35.3% | -43.0% |
| YTD | +25.1% | +32.2% | -7.1% | +19.9% |
| 1Y | +48.2% | +25.5% | +22.7% | +44.0% |
| 3Y | +476.5% | +134.7% | +341.8% | +378.2% |
| 5Y | +301.4% | +139.9% | +161.5% | +218.3% |
| 10Y | +812.9% | +433.5% | +379.5% | +467.5% |
| All | +42.4% | +1,563.0% | -1,520.6% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling