+133.3%
WFC vs TSEM
+663.1%
-529.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.1% |
| 7D | +0.4% | +4.7% | -4.3% | -0.1% |
| 30D | +2.5% | -14.2% | +16.7% | +4.0% |
| 3M | +10.0% | -5.0% | +15.0% | +8.7% |
| 6M | +15.1% | +87.6% | -72.5% | -0.4% |
| YTD | -2.2% | +84.4% | -86.6% | -15.9% |
| 1Y | +13.5% | +235.4% | -221.9% | -14.7% |
| All | +133.3% | +663.1% | -529.8% | +43.6% |
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