+1,135.2%
TSEM vs WPM
+5,967.5%
-4,832.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.1% | +8.9% | +8.0% |
| 7D | +6.9% | +1.1% | +5.8% | +6.7% |
| 30D | +5.3% | +26.4% | -21.0% | +1.3% |
| 3M | -14.9% | +20.8% | -35.7% | -17.6% |
| 6M | +80.0% | +1.1% | +78.9% | +78.5% |
| YTD | +89.4% | +32.5% | +56.9% | +79.5% |
| 1Y | +253.1% | +51.5% | +201.6% | +227.7% |
| 3Y | +642.1% | +267.0% | +375.1% | +497.6% |
| 5Y | +659.1% | +250.1% | +409.0% | +506.1% |
| 10Y | +1,291.4% | +540.4% | +751.0% | +871.6% |
| All | +1,135.2% | +5,967.5% | -4,832.3% | +473.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling