+1,502.2%
TSM vs W
+268.4%
+1,233.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.1% | +2.8% |
| 7D | -2.5% | +3.3% | -5.8% | -3.1% |
| 30D | -14.3% | +10.5% | -24.8% | -15.7% |
| 3M | -7.2% | +9.6% | -16.9% | -8.9% |
| 6M | -5.1% | +76.4% | -81.5% | -14.9% |
| YTD | +28.9% | +16.4% | +12.5% | +22.6% |
| 1Y | +37.1% | +9.3% | +27.7% | +31.2% |
| 3Y | +341.5% | +172.8% | +168.7% | +243.5% |
| 5Y | +245.7% | -53.4% | +299.1% | +210.2% |
| 10Y | +1,502.2% | +243.6% | +1,258.6% | +873.8% |
| All | +1,502.2% | +268.4% | +1,233.8% | +873.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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