+3,341.4%
WFC vs TSEM
-26.5%
+3,367.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | +0.9% |
| 7D | +2.5% | +7.0% | -4.4% | +1.9% |
| 30D | +7.0% | -29.8% | +36.8% | +9.5% |
| 3M | -1.8% | -41.9% | +40.2% | +1.7% |
| 6M | +18.4% | -45.8% | +64.1% | +22.0% |
| YTD | -5.6% | +25.1% | -30.7% | -9.9% |
| 1Y | +3.9% | +48.2% | -44.4% | -2.3% |
| 3Y | +126.3% | +476.5% | -350.2% | +89.1% |
| 5Y | +91.1% | +301.4% | -210.3% | +62.9% |
| 10Y | +118.5% | +812.9% | -694.4% | +73.8% |
| All | +3,341.4% | -26.5% | +3,367.8% | +2,479.9% |
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