+125.6%
WFC vs TSEM
+595.4%
-469.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +1.7% | +20.5% | -18.8% | -0.1% |
| 30D | +6.8% | -29.0% | +35.8% | +9.8% |
| 3M | -3.0% | -39.4% | +36.4% | +0.9% |
| 6M | +15.4% | -28.5% | +43.9% | +15.0% |
| YTD | -5.9% | +34.4% | -40.4% | -17.4% |
| 1Y | +1.7% | +48.3% | -46.7% | -12.8% |
| All | +125.6% | +595.4% | -469.9% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling