+501.7%
TSEM vs WEC
+62.9%
+438.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -9.5% | +1.4% | -10.9% | -9.0% |
| 30D | -35.5% | +12.8% | -48.3% | -33.4% |
| 3M | -41.6% | +11.2% | -52.8% | -39.9% |
| 6M | -30.1% | +6.6% | -36.7% | -28.8% |
| YTD | +25.7% | +13.8% | +11.9% | +29.8% |
| 1Y | +50.5% | +7.6% | +42.8% | +54.1% |
| 3Y | +501.7% | +62.2% | +439.5% | +502.9% |
| All | +501.7% | +62.9% | +438.8% | +502.9% |
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