+1,656.7%
TSM vs HWM
+1,494.1%
+162.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.0% |
| 7D | +2.7% | -2.1% | +4.8% | +3.2% |
| 30D | +3.6% | -11.0% | +14.6% | +7.0% |
| 3M | -3.4% | +4.0% | -7.4% | -4.8% |
| 6M | +20.6% | -0.2% | +20.8% | +20.1% |
| YTD | +41.9% | +26.7% | +15.2% | +31.6% |
| 1Y | +84.4% | +44.7% | +39.7% | +64.4% |
| 3Y | +380.2% | +426.1% | -45.9% | +200.1% |
| 5Y | +275.3% | +738.5% | -463.2% | +108.1% |
| All | +1,656.7% | +1,494.1% | +162.7% | +732.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling