+115.6%
TSEM vs WCC
+1,713.7%
-1,598.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.9% | +4.0% | +6.9% |
| 7D | +6.9% | +4.5% | +2.4% | +5.7% |
| 30D | +5.3% | -5.8% | +11.1% | +7.0% |
| 3M | -14.9% | -3.7% | -11.3% | -13.4% |
| 6M | +80.0% | +23.1% | +57.0% | +73.6% |
| YTD | +89.4% | +44.2% | +45.2% | +75.5% |
| 1Y | +253.1% | +62.1% | +191.0% | +218.6% |
| 3Y | +642.1% | +121.1% | +521.0% | +513.1% |
| 5Y | +659.1% | +214.0% | +445.1% | +458.8% |
| 10Y | +1,291.4% | +472.8% | +818.6% | +736.9% |
| All | +115.6% | +1,713.7% | -1,598.1% | -15.2% |
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