+253.1%
TSEM vs WETO
-98.9%
+352.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -20.8% | +28.7% | +8.3% |
| 7D | +6.9% | -55.4% | +62.3% | +8.6% |
| 30D | +5.3% | -48.5% | +53.8% | -0.7% |
| 3M | -14.9% | -97.5% | +82.6% | -5.9% |
| 6M | +80.0% | -94.2% | +174.2% | +68.1% |
| YTD | +89.4% | -97.0% | +186.4% | +81.3% |
| 1Y | +253.1% | -98.9% | +352.0% | +249.5% |
| All | +253.1% | -98.9% | +352.0% | +249.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling