+1,316.2%
TSEM vs WM
+305.9%
+1,010.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.2% | +9.1% | +8.1% |
| 7D | +6.9% | -0.3% | +7.2% | +6.9% |
| 30D | +5.3% | -2.4% | +7.7% | +5.8% |
| 3M | -14.9% | +0.4% | -15.3% | -16.1% |
| 6M | +80.0% | -9.5% | +89.5% | +82.9% |
| YTD | +89.4% | +0.5% | +88.9% | +85.4% |
| 1Y | +253.1% | -1.1% | +254.2% | +246.3% |
| 3Y | +642.1% | +46.0% | +596.1% | +506.5% |
| 5Y | +659.1% | +51.8% | +607.3% | +492.9% |
| All | +1,316.2% | +305.9% | +1,010.3% | +556.3% |
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