+1,259.9%
TSEM vs WU
-39.5%
+1,299.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.8% |
| 7D | +0.9% | -5.0% | +5.9% | +2.2% |
| 30D | -16.6% | -2.3% | -14.4% | -16.3% |
| 3M | -10.9% | -3.2% | -7.7% | -12.1% |
| 6M | +78.0% | -25.0% | +103.1% | +88.8% |
| YTD | +77.2% | -21.7% | +98.9% | +84.3% |
| 1Y | +207.6% | -9.0% | +216.5% | +201.9% |
| 3Y | +637.8% | -28.9% | +666.7% | +669.5% |
| 5Y | +617.0% | -51.0% | +668.0% | +741.2% |
| All | +1,259.9% | -39.5% | +1,299.4% | +1,239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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