+3,476.9%
WFC vs TSEM
+11.3%
+3,465.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -7.0% | +0.3% |
| 7D | +3.8% | +6.9% | -3.1% | +3.2% |
| 30D | +1.5% | +5.3% | -3.8% | +0.9% |
| 3M | +10.9% | -14.9% | +25.8% | +11.2% |
| 6M | +8.4% | +80.0% | -71.6% | +1.5% |
| YTD | -1.9% | +89.4% | -91.2% | -8.7% |
| 1Y | +12.3% | +253.1% | -240.7% | -1.0% |
| 3Y | +132.3% | +642.1% | -509.8% | +91.4% |
| 5Y | +130.1% | +659.1% | -529.0% | +87.9% |
| 10Y | +134.4% | +1,291.4% | -1,157.0% | +81.7% |
| All | +3,476.9% | +11.3% | +3,465.6% | +2,514.3% |
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