+337.5%
TSEM vs WWD
+191.3%
+146.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.3% | +6.3% | +7.0% |
| 7D | +6.8% | +3.7% | +3.0% | +5.3% |
| 30D | -26.6% | +1.8% | -28.4% | -26.7% |
| 3M | -36.3% | -5.0% | -31.4% | -34.2% |
| 6M | -30.6% | -8.4% | -22.2% | -27.6% |
| YTD | +35.3% | +12.3% | +23.0% | +30.5% |
| 1Y | +59.2% | +26.2% | +33.0% | +45.9% |
| 3Y | +547.7% | +154.6% | +393.1% | +366.4% |
| 5Y | +337.5% | +195.3% | +142.3% | +208.2% |
| All | +337.5% | +191.3% | +146.2% | +208.2% |
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