+786.5%
TSEM vs WPM
+749.7%
+36.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.7% | -6.9% |
| 7D | +7.0% | -3.6% | +10.5% | +7.7% |
| 30D | -29.8% | +1.4% | -31.2% | -30.0% |
| 3M | -41.9% | -0.2% | -41.8% | -42.0% |
| 6M | -45.8% | -7.3% | -38.4% | -45.4% |
| YTD | +25.1% | +12.3% | +12.8% | +21.5% |
| 1Y | +48.2% | +24.9% | +23.3% | +41.7% |
| 3Y | +476.5% | +210.4% | +266.1% | +382.7% |
| 5Y | +301.4% | +210.4% | +91.1% | +231.9% |
| All | +786.5% | +749.7% | +36.8% | +542.8% |
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