+27.4%
WMT vs TSEM
+79.9%
-52.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.7% | +12.2% | +3.0% |
| 7D | +8.8% | -23.1% | +31.9% | +7.6% |
| 30D | +22.9% | -40.4% | +63.3% | +20.8% |
| 3M | +16.1% | -37.9% | +54.0% | +14.5% |
| 6M | -0.5% | -30.8% | +30.3% | -1.9% |
| YTD | +16.7% | +26.7% | -10.0% | +16.5% |
| 1Y | +27.4% | +80.5% | -53.1% | +32.3% |
| All | +27.4% | +79.9% | -52.5% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling