+679.5%
TSEM vs WWD
+164.2%
+515.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | 0.0% |
| 7D | +10.4% | +0.8% | +9.6% | +10.0% |
| 30D | -12.9% | -6.4% | -6.5% | -9.6% |
| 3M | -9.2% | -5.6% | -3.6% | -7.3% |
| 6M | +98.8% | -9.1% | +107.9% | +107.2% |
| YTD | +87.2% | +12.5% | +74.7% | +75.9% |
| 1Y | +239.0% | +41.3% | +197.6% | +180.9% |
| 3Y | +679.5% | +170.2% | +509.3% | +431.8% |
| All | +679.5% | +164.2% | +515.3% | +431.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling