+1,641.8%
TSM vs HWM
+1,554.5%
+87.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +3.6% |
| 7D | +4.4% | +5.0% | -0.5% | +3.1% |
| 30D | -7.0% | +1.5% | -8.5% | -7.5% |
| 3M | -1.8% | -20.3% | +18.5% | +4.3% |
| 6M | +2.7% | -18.0% | +20.7% | +8.0% |
| YTD | +37.1% | +9.5% | +27.6% | +32.0% |
| 1Y | +43.5% | +7.5% | +36.0% | +38.8% |
| 3Y | +341.5% | +355.7% | -14.1% | +185.3% |
| 5Y | +278.9% | +610.2% | -331.3% | +118.1% |
| 10Y | +1,641.8% | +1,516.8% | +125.0% | +716.6% |
| All | +1,641.8% | +1,554.5% | +87.3% | +716.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling