+471.3%
TSEM vs WM
+47.1%
+424.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.1% | +6.9% | +3.7% |
| 7D | -17.5% | +1.2% | -18.7% | -16.7% |
| 30D | -44.7% | +13.1% | -57.8% | -40.8% |
| 3M | -38.9% | +3.6% | -42.5% | -36.6% |
| 6M | -36.7% | +8.1% | -44.7% | -33.2% |
| YTD | +17.0% | +8.9% | +8.1% | +23.5% |
| 1Y | +62.8% | +20.3% | +42.5% | +72.0% |
| 3Y | +471.3% | +46.2% | +425.1% | +524.3% |
| All | +471.3% | +47.1% | +424.2% | +524.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling