+1,259.9%
TSEM vs WPM
+545.0%
+714.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.2% | -3.3% |
| 7D | +0.9% | -3.6% | +4.5% | +1.5% |
| 30D | -16.6% | +12.5% | -29.1% | -18.5% |
| 3M | -10.9% | +40.6% | -51.5% | -16.0% |
| 6M | +78.0% | +0.5% | +77.5% | +76.0% |
| YTD | +77.2% | +29.0% | +48.2% | +68.6% |
| 1Y | +207.6% | +43.8% | +163.8% | +187.8% |
| 3Y | +637.8% | +266.3% | +371.6% | +510.8% |
| 5Y | +617.0% | +255.1% | +361.9% | +489.0% |
| All | +1,259.9% | +545.0% | +714.9% | +908.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling