+310.9%
TSEM vs WEC
+53.9%
+257.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -9.5% | +1.4% | -10.9% | -9.3% |
| 30D | -35.5% | +12.8% | -48.3% | -34.8% |
| 3M | -41.6% | +11.2% | -52.8% | -41.0% |
| 6M | -30.1% | +6.6% | -36.7% | -29.6% |
| YTD | +25.7% | +13.8% | +11.9% | +26.8% |
| 1Y | +50.5% | +7.6% | +42.8% | +51.6% |
| 3Y | +501.7% | +62.2% | +439.5% | +494.1% |
| 5Y | +310.9% | +52.0% | +258.9% | +308.7% |
| All | +310.9% | +53.9% | +257.0% | +308.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling