+80.5%
TSEM vs WTW
+8.6%
+71.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.0% | -11.7% | -6.1% |
| 7D | -23.1% | +4.9% | -28.0% | -19.5% |
| 30D | -40.4% | +17.1% | -57.5% | -31.0% |
| 3M | -37.9% | -0.3% | -37.5% | -36.7% |
| 6M | -30.8% | +30.7% | -61.5% | -6.5% |
| YTD | +26.7% | +3.7% | +23.0% | +53.4% |
| 1Y | +80.5% | +5.9% | +74.6% | +121.0% |
| All | +80.5% | +8.6% | +71.9% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling