+7.8%
WBD vs TSEM
+610.6%
-602.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +1.7% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | +4.2% | -16.6% | +20.8% | +7.2% |
| 3M | +7.5% | -10.9% | +18.4% | +7.2% |
| 6M | +1.6% | +78.0% | -76.4% | -16.5% |
| YTD | -2.2% | +77.2% | -79.4% | -20.6% |
| 1Y | +124.9% | +207.6% | -82.7% | +53.9% |
| 3Y | +149.1% | +637.8% | -488.7% | +29.3% |
| 5Y | +7.8% | +617.0% | -609.1% | -43.5% |
| All | +7.8% | +610.6% | -602.8% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling