+786.5%
TSEM vs WU
-38.9%
+825.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -7.2% |
| 7D | +7.0% | -2.0% | +9.0% | +7.3% |
| 30D | -29.8% | +11.4% | -41.2% | -32.0% |
| 3M | -41.9% | -6.8% | -35.1% | -41.4% |
| 6M | -45.8% | -14.6% | -31.1% | -44.9% |
| YTD | +25.1% | -20.6% | +45.7% | +28.6% |
| 1Y | +48.2% | -15.4% | +63.6% | +49.0% |
| 3Y | +476.5% | -23.6% | +500.1% | +484.2% |
| 5Y | +301.4% | -43.4% | +344.8% | +339.5% |
| All | +786.5% | -38.9% | +825.4% | +755.0% |
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