-45.8%
TSEM vs WSM
+44.7%
-90.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -31.0% |
| 3M | -41.9% | +5.1% | -47.0% | -43.2% |
| 6M | -45.8% | +48.6% | -94.3% | -58.4% |
| All | -45.8% | +44.7% | -90.4% | -58.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling