+220.4%
TSEM vs WCN
-9.1%
+229.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.8% |
| 7D | -4.9% | -3.1% | -1.8% | -7.0% |
| 30D | -18.7% | -3.4% | -15.4% | -20.6% |
| 3M | -18.1% | +3.0% | -21.1% | -16.7% |
| 6M | +77.1% | -3.8% | +80.8% | +78.8% |
| YTD | +80.1% | -8.3% | +88.5% | +81.1% |
| 1Y | +220.4% | -9.7% | +230.1% | +228.7% |
| All | +220.4% | -9.1% | +229.5% | +228.7% |
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