+73.4%
WBD vs TSEM
+212.9%
-139.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.7% |
| 7D | -0.7% | -4.9% | +4.1% | -0.5% |
| 30D | +1.4% | -18.7% | +20.2% | +2.4% |
| 3M | +4.4% | -18.1% | +22.5% | +5.0% |
| 6M | +0.8% | +77.1% | -76.3% | -3.6% |
| YTD | -2.7% | +80.1% | -82.8% | -7.4% |
| 1Y | +73.4% | +220.4% | -147.0% | +63.8% |
| All | +73.4% | +212.9% | -139.5% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling