+679.5%
TSEM vs WEC
+42.2%
+637.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.0% |
| 7D | +10.4% | +0.8% | +9.6% | +10.6% |
| 30D | -12.9% | +0.3% | -13.3% | -12.8% |
| 3M | -9.2% | -2.9% | -6.3% | -9.7% |
| 6M | +98.8% | -5.9% | +104.7% | +96.8% |
| YTD | +87.2% | +4.1% | +83.1% | +88.3% |
| 1Y | +239.0% | +3.1% | +235.8% | +239.7% |
| 3Y | +679.5% | +40.8% | +638.7% | +667.4% |
| All | +679.5% | +42.2% | +637.3% | +667.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling