+80.5%
TSEM vs WING
-23.2%
+103.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.7% | -12.5% | -8.6% |
| 7D | -23.1% | +21.0% | -44.1% | -22.7% |
| 30D | -40.4% | +56.9% | -97.3% | -40.1% |
| 3M | -37.9% | +38.4% | -76.2% | -37.8% |
| 6M | -30.8% | +12.0% | -42.8% | -30.4% |
| YTD | +26.7% | -29.2% | +56.0% | +27.2% |
| 1Y | +80.5% | -28.8% | +109.3% | +78.6% |
| All | +80.5% | -23.2% | +103.7% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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