+943.8%
TSEM vs WU
-19.6%
+963.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +8.2% |
| 7D | +6.9% | -0.8% | +7.7% | +7.2% |
| 30D | +5.3% | -1.1% | +6.4% | +5.4% |
| 3M | -14.9% | -3.9% | -11.1% | -15.8% |
| 6M | +80.0% | -20.7% | +100.7% | +90.3% |
| YTD | +89.4% | -18.4% | +107.7% | +96.6% |
| 1Y | +253.1% | -8.1% | +261.2% | +246.3% |
| 3Y | +642.1% | -24.2% | +666.3% | +665.2% |
| 5Y | +659.1% | -50.4% | +709.5% | +795.9% |
| 10Y | +1,291.4% | -40.0% | +1,331.4% | +1,357.1% |
| All | +943.8% | -19.6% | +963.4% | +837.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling