+87.6%
TSEM vs WTW
+4.3%
+83.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -4.9% |
| 7D | +4.7% | -7.1% | +11.8% | -2.5% |
| 30D | -14.2% | -8.5% | -5.7% | -21.0% |
| 3M | -5.0% | +20.6% | -25.6% | +24.7% |
| 6M | +87.6% | +7.2% | +80.4% | +145.4% |
| All | +87.6% | +4.3% | +83.3% | +145.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling