+786.5%
TSEM vs WM
+330.8%
+455.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.9% |
| 7D | +7.0% | +3.2% | +3.7% | +6.4% |
| 30D | -29.8% | +13.0% | -42.8% | -31.6% |
| 3M | -41.9% | +9.2% | -51.2% | -43.2% |
| 6M | -45.8% | +13.6% | -59.4% | -48.1% |
| YTD | +25.1% | +12.4% | +12.7% | +19.4% |
| 1Y | +48.2% | +21.2% | +27.0% | +37.5% |
| 3Y | +476.5% | +48.7% | +427.8% | +379.5% |
| 5Y | +301.4% | +61.9% | +239.6% | +214.2% |
| All | +786.5% | +330.8% | +455.7% | +302.9% |
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