+621.7%
TSEM vs WSM
+175.3%
+446.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.4% |
| 7D | -4.9% | -0.5% | -4.3% | -4.7% |
| 30D | -18.7% | -7.7% | -11.0% | -17.2% |
| 3M | -18.1% | +3.8% | -21.9% | -19.0% |
| 6M | +77.1% | +22.7% | +54.4% | +68.4% |
| YTD | +80.1% | +28.0% | +52.1% | +69.4% |
| 1Y | +220.4% | +12.7% | +207.7% | +209.2% |
| 3Y | +650.1% | +231.3% | +418.8% | +498.2% |
| All | +621.7% | +175.3% | +446.4% | +480.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling