+400.5%
TSEM vs WETO
-99.4%
+499.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.4% |
| 3M | -18.1% | -97.9% | +79.8% | -13.1% |
| 6M | +77.1% | -95.0% | +172.1% | +70.5% |
| YTD | +80.1% | -97.2% | +177.3% | +74.1% |
| 1Y | +220.4% | -98.9% | +319.3% | +211.0% |
| All | +400.5% | -99.4% | +499.9% | +375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling