+1,282.5%
TSEM vs WCN
+235.9%
+1,046.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.9% | -3.1% | -1.8% | -3.9% |
| 30D | -18.7% | -3.4% | -15.4% | -17.9% |
| 3M | -18.1% | +3.0% | -21.1% | -20.0% |
| 6M | +77.1% | -3.8% | +80.8% | +76.4% |
| YTD | +80.1% | -8.3% | +88.5% | +82.4% |
| 1Y | +220.4% | -9.7% | +230.1% | +225.4% |
| 3Y | +650.1% | +17.2% | +632.9% | +557.0% |
| 5Y | +628.9% | +25.3% | +603.6% | +500.4% |
| All | +1,282.5% | +235.9% | +1,046.6% | +628.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling