+10.0%
TSEM vs WY
+341.0%
-331.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | +10.4% | -2.1% | +12.5% | +11.2% |
| 30D | -12.9% | -10.5% | -2.5% | -9.9% |
| 3M | -9.2% | -4.9% | -4.3% | -8.5% |
| 6M | +98.8% | -4.9% | +103.7% | +99.9% |
| YTD | +87.2% | -1.7% | +88.9% | +85.5% |
| 1Y | +239.0% | -9.4% | +248.3% | +243.7% |
| 3Y | +679.5% | -22.3% | +701.8% | +720.4% |
| 5Y | +667.3% | -20.5% | +687.8% | +687.6% |
| 10Y | +1,301.0% | +4.9% | +1,296.1% | +1,137.3% |
| All | +10.0% | +341.0% | -331.0% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling