+330.4%
TSM vs W
+161.9%
+168.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +6.2% | +0.2% | +6.0% | +6.2% |
| 30D | -7.3% | +6.8% | -14.1% | -8.6% |
| 3M | -7.1% | +10.7% | -17.8% | -9.3% |
| 6M | +0.2% | +86.3% | -86.1% | -13.6% |
| YTD | +32.2% | +11.5% | +20.8% | +25.0% |
| 1Y | +42.8% | +5.1% | +37.7% | +35.9% |
| 3Y | +330.4% | +171.0% | +159.4% | +213.3% |
| All | +330.4% | +161.9% | +168.5% | +213.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling