+131.4%
WMT vs TSEM
+610.6%
-479.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | 0.0% |
| 7D | -2.5% | +0.9% | -3.4% | -2.5% |
| 30D | -6.4% | -16.6% | +10.2% | -6.0% |
| 3M | -12.1% | -10.9% | -1.2% | -12.2% |
| 6M | -15.0% | +78.0% | -93.0% | -18.8% |
| YTD | -4.5% | +77.2% | -81.7% | -9.0% |
| 1Y | +6.2% | +207.6% | -201.4% | -2.9% |
| 3Y | +99.9% | +637.8% | -538.0% | +68.8% |
| 5Y | +131.4% | +617.0% | -485.5% | +92.5% |
| All | +131.4% | +610.6% | -479.2% | +92.5% |
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