+299.0%
TSEM vs WSM
+163.9%
+135.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.4% | -7.3% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | -29.8% | +5.1% | -34.9% | -30.8% |
| 3M | -41.9% | +5.1% | -47.0% | -42.8% |
| 6M | -45.8% | +48.6% | -94.3% | -50.7% |
| YTD | +25.1% | +44.2% | -19.1% | +14.1% |
| 1Y | +48.2% | +38.1% | +10.1% | +36.5% |
| 3Y | +476.5% | +257.2% | +219.3% | +352.5% |
| All | +299.0% | +163.9% | +135.1% | +225.7% |
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