+80.5%
TSEM vs WCN
+16.1%
+64.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.8% | -11.5% | -6.2% |
| 7D | -23.1% | +6.7% | -29.8% | -18.0% |
| 30D | -40.4% | +24.3% | -64.7% | -27.1% |
| 3M | -37.9% | +16.1% | -54.0% | -27.5% |
| 6M | -30.8% | +19.9% | -50.8% | -16.6% |
| YTD | +26.7% | +10.1% | +16.6% | +55.9% |
| 1Y | +80.5% | +14.4% | +66.1% | +125.0% |
| All | +80.5% | +16.1% | +64.4% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling