+220.4%
TSEM vs WETO
-98.9%
+319.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +1.8% |
| 7D | -4.9% | -4.3% | -0.6% | -4.8% |
| 30D | -18.7% | -39.9% | +21.2% | -23.8% |
| 3M | -18.1% | -97.9% | +79.8% | -7.9% |
| 6M | +77.1% | -95.0% | +172.1% | +65.9% |
| YTD | +80.1% | -97.2% | +177.3% | +72.6% |
| 1Y | +220.4% | -98.9% | +319.3% | +220.0% |
| All | +220.4% | -98.9% | +319.3% | +220.0% |
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