+1,259.9%
TSEM vs WEC
+146.6%
+1,113.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.2% | -3.9% |
| 7D | +0.9% | -1.3% | +2.2% | +1.0% |
| 30D | -16.6% | -0.4% | -16.2% | -16.6% |
| 3M | -10.9% | -6.8% | -4.1% | -10.4% |
| 6M | +78.0% | -6.4% | +84.4% | +78.9% |
| YTD | +77.2% | +2.5% | +74.7% | +76.2% |
| 1Y | +207.6% | -0.4% | +208.0% | +206.4% |
| 3Y | +637.8% | +38.5% | +599.3% | +597.9% |
| 5Y | +617.0% | +31.7% | +585.3% | +578.2% |
| All | +1,259.9% | +146.6% | +1,113.3% | +1,165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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