+849.8%
TSEM vs WM
+329.9%
+520.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -9.5% | +1.2% | -10.6% | -9.7% |
| 30D | -35.5% | +13.7% | -49.1% | -37.4% |
| 3M | -41.6% | +5.2% | -46.8% | -42.4% |
| 6M | -30.1% | +11.2% | -41.2% | -33.0% |
| YTD | +25.7% | +9.4% | +16.3% | +20.4% |
| 1Y | +50.5% | +20.4% | +30.1% | +39.1% |
| 3Y | +501.7% | +44.7% | +457.0% | +402.3% |
| 5Y | +310.9% | +58.5% | +252.4% | +221.6% |
| 10Y | +849.8% | +326.4% | +523.4% | +306.7% |
| All | +849.8% | +329.9% | +520.0% | +306.7% |
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