-20.5%
TSEM vs WM
+2,994.1%
-3,014.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.2% | +6.4% | +7.3% |
| 7D | +6.8% | +0.8% | +6.0% | +6.5% |
| 30D | -26.6% | +13.8% | -40.4% | -29.7% |
| 3M | -36.3% | +6.4% | -42.7% | -38.0% |
| 6M | -30.6% | +13.2% | -43.8% | -34.3% |
| YTD | +35.3% | +10.8% | +24.5% | +28.3% |
| 1Y | +59.2% | +20.2% | +39.0% | +47.1% |
| 3Y | +547.7% | +46.5% | +501.2% | +455.5% |
| 5Y | +337.5% | +61.3% | +276.3% | +259.9% |
| 10Y | +887.4% | +324.8% | +562.6% | +501.8% |
| All | -20.5% | +2,994.1% | -3,014.5% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling