+1,282.5%
TSEM vs WY
+7.6%
+1,274.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.5% |
| 7D | -4.9% | -4.2% | -0.7% | -3.4% |
| 30D | -18.7% | -10.1% | -8.7% | -15.8% |
| 3M | -18.1% | -8.5% | -9.6% | -16.3% |
| 6M | +77.1% | -3.3% | +80.4% | +77.1% |
| YTD | +80.1% | -4.4% | +84.5% | +80.0% |
| 1Y | +220.4% | -11.5% | +231.9% | +228.2% |
| 3Y | +650.1% | -24.3% | +674.4% | +700.9% |
| 5Y | +628.9% | -21.3% | +650.2% | +650.6% |
| All | +1,282.5% | +7.6% | +1,274.9% | +1,106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling