+537.0%
TDG vs WSM
+1,071.8%
-534.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | -1.9% | -0.5% | -1.3% | -1.7% |
| 30D | -7.7% | -7.7% | 0.0% | -5.7% |
| 3M | -9.3% | +3.8% | -13.1% | -10.4% |
| 6M | -9.4% | +22.7% | -32.1% | -14.5% |
| YTD | -14.3% | +28.0% | -42.3% | -20.3% |
| 1Y | -11.8% | +12.7% | -24.6% | -15.6% |
| 3Y | +52.0% | +231.3% | -179.3% | -0.9% |
| 5Y | +128.8% | +177.2% | -48.4% | +50.1% |
| All | +537.0% | +1,071.8% | -534.8% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling