+306.5%
TSEM vs WM
+58.8%
+247.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.0% |
| 7D | -9.5% | +1.2% | -10.6% | -9.1% |
| 30D | -35.5% | +13.7% | -49.1% | -33.5% |
| 3M | -41.6% | +5.2% | -46.8% | -40.4% |
| 6M | -30.1% | +11.2% | -41.2% | -28.6% |
| YTD | +25.7% | +9.4% | +16.3% | +28.1% |
| 1Y | +50.5% | +20.4% | +30.1% | +52.0% |
| 3Y | +501.7% | +44.7% | +457.0% | +485.4% |
| All | +306.5% | +58.8% | +247.7% | +265.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling