-21.0%
TSEM vs WM
+3,043.3%
-3,064.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | +20.5% | +1.2% | +19.3% | +20.1% |
| 30D | -29.0% | +15.2% | -44.2% | -32.1% |
| 3M | -39.4% | +8.3% | -47.7% | -41.2% |
| 6M | -28.5% | +13.1% | -41.7% | -32.3% |
| YTD | +34.4% | +12.5% | +21.9% | +26.9% |
| 1Y | +48.3% | +21.8% | +26.6% | +36.6% |
| 3Y | +543.5% | +48.8% | +494.8% | +449.6% |
| 5Y | +331.4% | +62.1% | +269.4% | +254.6% |
| 10Y | +881.1% | +331.5% | +549.6% | +495.4% |
| All | -21.0% | +3,043.3% | -3,064.2% | -74.7% |
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