+1,683.2%
TSM vs HWM
+1,330.2%
+352.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +4.8% | -8.0% | +12.8% | +7.1% |
| 30D | +4.0% | -18.0% | +22.0% | +9.8% |
| 3M | +2.0% | -9.5% | +11.5% | +4.5% |
| 6M | +25.5% | -8.4% | +33.9% | +27.7% |
| YTD | +44.0% | +13.6% | +30.4% | +37.5% |
| 1Y | +75.4% | +30.2% | +45.2% | +60.9% |
| 3Y | +406.7% | +392.2% | +14.5% | +222.6% |
| 5Y | +285.0% | +645.2% | -360.2% | +120.2% |
| All | +1,683.2% | +1,330.2% | +352.9% | +770.0% |
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