+1,282.5%
TSEM vs WTW
+198.0%
+1,084.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -4.9% | -5.7% | +0.8% | -3.6% |
| 30D | -18.7% | -7.3% | -11.5% | -17.5% |
| 3M | -18.1% | +21.5% | -39.6% | -22.6% |
| 6M | +77.1% | +9.6% | +67.5% | +70.8% |
| YTD | +80.1% | -3.3% | +83.4% | +79.1% |
| 1Y | +220.4% | -6.1% | +226.5% | +220.9% |
| 3Y | +650.1% | +61.8% | +588.2% | +481.9% |
| 5Y | +628.9% | +42.7% | +586.2% | +485.6% |
| All | +1,282.5% | +198.0% | +1,084.4% | +677.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling