+48.3%
TSEM vs WWD
+23.9%
+24.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | +0.7% |
| 7D | +20.5% | +8.2% | +12.4% | +14.5% |
| 30D | -29.0% | -0.2% | -28.8% | -28.2% |
| 3M | -39.4% | -8.4% | -30.9% | -35.5% |
| 6M | -28.5% | -9.5% | -19.0% | -24.6% |
| YTD | +34.4% | +10.1% | +24.4% | +37.9% |
| 1Y | +48.3% | +21.6% | +26.8% | +49.0% |
| All | +48.3% | +23.9% | +24.4% | +49.0% |
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