+10.0%
TSEM vs WSM
+8,848.1%
-8,838.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +10.4% | +2.6% | +7.9% | +9.9% |
| 30D | -12.9% | -9.5% | -3.4% | -11.3% |
| 3M | -9.2% | +12.9% | -22.1% | -11.5% |
| 6M | +98.8% | +23.0% | +75.7% | +90.5% |
| YTD | +87.2% | +28.9% | +58.3% | +77.6% |
| 1Y | +239.0% | +13.7% | +225.3% | +228.9% |
| 3Y | +679.5% | +232.6% | +446.9% | +505.6% |
| 5Y | +667.3% | +185.9% | +481.4% | +492.5% |
| 10Y | +1,301.0% | +998.6% | +302.4% | +694.9% |
| All | +10.0% | +8,848.1% | -8,838.0% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling