+90.5%
WFC vs TSEM
+333.8%
-243.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +1.7% | +20.5% | -18.8% | -0.3% |
| 30D | +6.8% | -29.0% | +35.8% | +10.1% |
| 3M | -3.0% | -39.4% | +36.4% | +1.3% |
| 6M | +15.4% | -28.5% | +43.9% | +15.4% |
| YTD | -5.9% | +34.4% | -40.4% | -16.4% |
| 1Y | +1.7% | +48.3% | -46.7% | -11.5% |
| 3Y | +124.9% | +543.5% | -418.6% | +46.8% |
| 5Y | +90.5% | +331.4% | -241.0% | +34.8% |
| All | +90.5% | +333.8% | -243.3% | +34.8% |
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 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