+8.4%
TSEM vs WTW
+1,101.3%
-1,092.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.5% | -4.1% |
| 7D | +0.9% | -7.8% | +8.7% | +2.9% |
| 30D | -16.6% | -7.9% | -8.8% | -15.1% |
| 3M | -10.9% | +19.9% | -30.9% | -15.7% |
| 6M | +78.0% | +9.8% | +68.2% | +70.7% |
| YTD | +77.2% | -3.3% | +80.5% | +74.4% |
| 1Y | +207.6% | -3.3% | +210.9% | +201.5% |
| 3Y | +637.8% | +61.5% | +576.3% | +510.1% |
| 5Y | +617.0% | +42.6% | +574.4% | +508.8% |
| 10Y | +1,270.7% | +197.1% | +1,073.6% | +835.9% |
| All | +8.4% | +1,101.3% | -1,092.9% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling