+523.5%
TSEM vs WWD
+154.7%
+368.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.3% | +6.3% | +6.8% |
| 7D | +6.8% | +3.7% | +3.0% | +4.9% |
| 30D | -26.6% | +1.8% | -28.4% | -26.8% |
| 3M | -36.3% | -5.0% | -31.4% | -33.7% |
| 6M | -30.6% | -8.4% | -22.2% | -27.1% |
| YTD | +35.3% | +12.3% | +23.0% | +28.3% |
| 1Y | +59.2% | +26.2% | +33.0% | +40.9% |
| All | +523.5% | +154.7% | +368.8% | +322.3% |
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