-9.3%
TDG vs WSM
+19.9%
-29.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.3% |
| 7D | -2.0% | -3.3% | +1.2% | -1.1% |
| 30D | -7.4% | -8.4% | +1.0% | -5.0% |
| 3M | -5.4% | +9.7% | -15.0% | -8.0% |
| 6M | -11.6% | +16.7% | -28.3% | -16.0% |
| YTD | -12.6% | +28.7% | -41.3% | -18.0% |
| 1Y | -9.3% | +13.7% | -23.0% | -13.4% |
| All | -9.3% | +19.9% | -29.2% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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