+36.0%
TSM vs HWM
+5.4%
+30.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.0% | -0.8% |
| 7D | -10.0% | +9.4% | -19.4% | -12.7% |
| 30D | -18.5% | -7.0% | -11.6% | -16.4% |
| 3M | -4.9% | -25.9% | +21.0% | +6.4% |
| 6M | -1.0% | -10.8% | +9.9% | +0.2% |
| YTD | +31.3% | +4.3% | +26.9% | +21.0% |
| 1Y | +36.0% | +4.4% | +31.6% | +26.1% |
| All | +36.0% | +5.4% | +30.6% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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