+644.7%
TSEM vs WWD
+191.3%
+453.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +4.7% | +0.6% | +4.1% | +4.4% |
| 30D | -14.2% | -5.1% | -9.2% | -12.1% |
| 3M | -5.0% | -11.2% | +6.2% | -0.4% |
| 6M | +87.6% | -12.0% | +99.6% | +97.1% |
| YTD | +84.4% | +12.0% | +72.5% | +76.6% |
| 1Y | +235.4% | +42.8% | +192.6% | +190.7% |
| 3Y | +668.0% | +168.9% | +499.0% | +443.2% |
| 5Y | +644.7% | +192.2% | +452.5% | +411.3% |
| All | +644.7% | +191.3% | +453.4% | +411.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling