+769.2%
TSEM vs WM
+339.4%
+429.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.1% | +6.9% | +5.2% |
| 7D | -17.5% | +1.2% | -18.7% | -17.8% |
| 30D | -44.7% | +13.1% | -57.8% | -46.3% |
| 3M | -38.9% | +3.6% | -42.5% | -39.6% |
| 6M | -36.7% | +8.1% | -44.7% | -38.8% |
| YTD | +17.0% | +8.9% | +8.1% | +12.1% |
| 1Y | +62.8% | +20.3% | +42.5% | +50.4% |
| 3Y | +471.3% | +46.2% | +425.1% | +374.4% |
| 5Y | +290.3% | +59.9% | +230.4% | +203.6% |
| All | +769.2% | +339.4% | +429.8% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling