+80.5%
TSEM vs WWD
+27.2%
+53.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.9% | -6.8% | -7.5% |
| 7D | -23.1% | +7.3% | -30.4% | -26.6% |
| 30D | -40.4% | -2.0% | -38.4% | -39.3% |
| 3M | -37.9% | -12.6% | -25.3% | -32.3% |
| 6M | -30.8% | -8.4% | -22.4% | -27.7% |
| YTD | +26.7% | +8.2% | +18.5% | +29.1% |
| 1Y | +80.5% | +26.5% | +53.9% | +70.2% |
| All | +80.5% | +27.2% | +53.3% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling