+79.6%
TSM vs W
+11.1%
+68.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.3% |
| 7D | +6.0% | +6.5% | -0.4% | +4.9% |
| 30D | +4.5% | -6.2% | +10.7% | +5.5% |
| 3M | +3.1% | +48.9% | -45.8% | -6.1% |
| 6M | +30.2% | +31.2% | -1.0% | +20.5% |
| YTD | +45.2% | -0.4% | +45.6% | +38.8% |
| 1Y | +79.6% | +14.8% | +64.7% | +63.8% |
| All | +79.6% | +11.1% | +68.5% | +63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling