+220.4%
TSEM vs WWD
+41.6%
+178.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.9% |
| 7D | -4.9% | -2.6% | -2.3% | -3.4% |
| 30D | -18.7% | -6.9% | -11.8% | -15.3% |
| 3M | -18.1% | -13.0% | -5.1% | -12.2% |
| 6M | +77.1% | -12.5% | +89.5% | +86.9% |
| YTD | +80.1% | +11.8% | +68.3% | +76.5% |
| 1Y | +220.4% | +41.1% | +179.3% | +186.9% |
| All | +220.4% | +41.6% | +178.8% | +186.9% |
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