+667.3%
TSEM vs WEC
+34.9%
+632.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.1% |
| 7D | +10.4% | +0.8% | +9.6% | +10.5% |
| 30D | -12.9% | +0.3% | -13.3% | -12.9% |
| 3M | -9.2% | -2.9% | -6.3% | -9.4% |
| 6M | +98.8% | -5.9% | +104.7% | +97.9% |
| YTD | +87.2% | +4.1% | +83.1% | +87.5% |
| 1Y | +239.0% | +3.1% | +235.8% | +238.9% |
| 3Y | +679.5% | +40.8% | +638.7% | +672.2% |
| 5Y | +667.3% | +31.7% | +635.6% | +639.6% |
| All | +667.3% | +34.9% | +632.4% | +639.6% |
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