+11.3%
TSEM vs WWD
+16,399.0%
-16,387.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.1% | +6.8% | +7.5% |
| 7D | +6.9% | +1.3% | +5.6% | +6.5% |
| 30D | +5.3% | -7.2% | +12.5% | +7.9% |
| 3M | -14.9% | -3.8% | -11.1% | -14.1% |
| 6M | +80.0% | -9.9% | +89.9% | +86.1% |
| YTD | +89.4% | +14.8% | +74.5% | +81.1% |
| 1Y | +253.1% | +42.1% | +211.0% | +215.1% |
| 3Y | +642.1% | +170.8% | +471.3% | +439.3% |
| 5Y | +659.1% | +197.5% | +461.6% | +423.5% |
| 10Y | +1,291.4% | +477.8% | +813.6% | +637.0% |
| All | +11.3% | +16,399.0% | -16,387.7% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling