+935.8%
TSEM vs WING
+637.7%
+298.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | 0.0% |
| 7D | +20.5% | -3.9% | +24.4% | +21.2% |
| 30D | -29.0% | +26.6% | -55.6% | -31.5% |
| 3M | -39.4% | +42.5% | -81.9% | -42.8% |
| 6M | -28.5% | +29.4% | -57.9% | -32.4% |
| YTD | +34.4% | -32.8% | +67.2% | +38.6% |
| 1Y | +48.3% | -33.5% | +81.8% | +53.0% |
| 3Y | +543.5% | -23.4% | +566.9% | +524.4% |
| 5Y | +331.4% | -0.4% | +331.9% | +286.2% |
| 10Y | +881.1% | +647.8% | +233.3% | +468.8% |
| All | +935.8% | +637.7% | +298.1% | +468.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling