+668.0%
TSEM vs WU
-28.6%
+696.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | +4.7% | -4.9% | +9.7% | +4.8% |
| 30D | -14.2% | -1.3% | -13.0% | -14.2% |
| 3M | -5.0% | -3.6% | -1.5% | -6.2% |
| 6M | +87.6% | -24.3% | +111.9% | +90.9% |
| YTD | +84.4% | -21.1% | +105.5% | +86.0% |
| 1Y | +235.4% | -10.3% | +245.7% | +226.3% |
| All | +668.0% | -28.6% | +696.6% | +652.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling