-28.5%
TSEM vs WING
+25.6%
-54.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | -0.9% |
| 7D | +20.5% | -3.9% | +24.4% | +20.2% |
| 30D | -29.0% | +26.6% | -55.6% | -27.8% |
| 3M | -39.4% | +42.5% | -81.9% | -37.9% |
| 6M | -28.5% | +29.4% | -57.9% | -23.2% |
| All | -28.5% | +25.6% | -54.2% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling