+1,117.0%
TSM vs TW
+211.2%
+905.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +4.8% | -0.5% | +5.3% | +4.9% |
| 30D | +4.0% | -0.6% | +4.6% | +4.1% |
| 3M | +2.0% | +3.4% | -1.4% | 0.0% |
| 6M | +25.5% | -18.4% | +43.9% | +31.6% |
| YTD | +44.0% | -3.9% | +47.9% | +42.9% |
| 1Y | +75.4% | -13.3% | +88.8% | +79.3% |
| 3Y | +406.7% | +20.8% | +385.9% | +356.7% |
| 5Y | +285.0% | +20.3% | +264.7% | +236.9% |
| All | +1,117.0% | +211.2% | +905.7% | +789.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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