+1,259.9%
TSEM vs WWD
+490.2%
+769.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.5% | -3.4% |
| 7D | +0.9% | -2.9% | +3.8% | +2.1% |
| 30D | -16.6% | -6.6% | -10.0% | -14.2% |
| 3M | -10.9% | -9.3% | -1.6% | -7.6% |
| 6M | +78.0% | -13.6% | +91.6% | +87.9% |
| YTD | +77.2% | +10.4% | +66.8% | +70.7% |
| 1Y | +207.6% | +39.9% | +167.7% | +170.4% |
| 3Y | +637.8% | +165.0% | +472.8% | +413.9% |
| 5Y | +617.0% | +183.8% | +433.2% | +376.1% |
| All | +1,259.9% | +490.2% | +769.7% | +559.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling