+78.0%
TSEM vs WETO
-94.9%
+172.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +7.1% | -11.0% | -4.1% |
| 7D | +0.9% | -19.9% | +20.8% | +1.3% |
| 30D | -16.6% | -42.7% | +26.0% | -21.6% |
| 3M | -10.9% | -97.7% | +86.8% | +2.8% |
| 6M | +78.0% | -94.4% | +172.4% | +67.3% |
| All | +78.0% | -94.9% | +172.9% | +67.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling