+7.0%
WMT vs TSEM
+259.4%
-252.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.0% | -0.9% |
| 7D | +3.9% | +6.9% | -3.0% | +4.2% |
| 30D | -4.4% | +5.3% | -9.7% | -4.1% |
| 3M | -8.8% | -14.9% | +6.1% | -8.7% |
| 6M | -15.6% | +80.0% | -95.7% | -14.5% |
| YTD | -3.2% | +89.4% | -92.6% | -1.0% |
| 1Y | +7.0% | +253.1% | -246.0% | +17.2% |
| All | +7.0% | +259.4% | -252.3% | +17.2% |
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