+476.5%
TSEM vs WCN
+52.1%
+424.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -6.9% |
| 7D | +7.0% | +2.6% | +4.4% | +8.0% |
| 30D | -29.8% | +23.9% | -53.7% | -23.9% |
| 3M | -41.9% | +17.4% | -59.3% | -37.7% |
| 6M | -45.8% | +28.0% | -73.8% | -41.7% |
| YTD | +25.1% | +11.6% | +13.5% | +37.0% |
| 1Y | +48.2% | +16.9% | +31.4% | +60.8% |
| 3Y | +476.5% | +51.6% | +424.9% | +427.0% |
| All | +476.5% | +52.1% | +424.4% | +427.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling