+298.2%
WBD vs TSEM
+1,135.2%
-837.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.3% | -1.5% |
| 7D | -1.8% | +6.9% | -8.7% | -2.7% |
| 30D | +8.8% | +5.3% | +3.5% | +7.6% |
| 3M | +4.6% | -14.9% | +19.5% | +5.2% |
| 6M | +1.1% | +80.0% | -79.0% | -9.9% |
| YTD | -2.0% | +89.4% | -91.3% | -13.7% |
| 1Y | +140.0% | +253.1% | -113.1% | +92.2% |
| 3Y | +144.4% | +642.1% | -497.7% | +74.7% |
| 5Y | -0.2% | +659.1% | -659.3% | -29.5% |
| 10Y | +9.1% | +1,291.4% | -1,282.2% | -30.3% |
| All | +298.2% | +1,135.2% | -837.0% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling