+621.7%
TSEM vs WTW
+42.0%
+579.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -4.9% | -5.7% | +0.8% | -5.4% |
| 30D | -18.7% | -7.3% | -11.5% | -19.3% |
| 3M | -18.1% | +21.5% | -39.6% | -16.5% |
| 6M | +77.1% | +9.6% | +67.5% | +81.8% |
| YTD | +80.1% | -3.3% | +83.4% | +86.6% |
| 1Y | +220.4% | -6.1% | +226.5% | +233.6% |
| 3Y | +650.1% | +61.8% | +588.2% | +568.6% |
| All | +621.7% | +42.0% | +579.7% | +550.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling