+479.3%
TSEM vs WM
+44.7%
+434.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -2.9% |
| 7D | -9.5% | +1.2% | -10.6% | -8.7% |
| 30D | -35.5% | +13.7% | -49.1% | -30.8% |
| 3M | -41.6% | +5.2% | -46.8% | -39.0% |
| 6M | -30.1% | +11.2% | -41.2% | -25.9% |
| YTD | +25.7% | +9.4% | +16.3% | +33.1% |
| 1Y | +50.5% | +20.4% | +30.1% | +59.5% |
| All | +479.3% | +44.7% | +434.6% | +538.5% |
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