+273.1%
TSM vs W
-63.2%
+336.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.3% | +2.4% |
| 7D | +2.7% | -4.2% | +6.9% | +3.4% |
| 30D | +3.6% | -7.6% | +11.2% | +4.8% |
| 3M | -3.4% | +37.2% | -40.5% | -9.7% |
| 6M | +20.6% | +26.3% | -5.7% | +13.8% |
| YTD | +41.9% | -1.0% | +42.8% | +38.5% |
| 1Y | +84.4% | +20.1% | +64.3% | +72.4% |
| 3Y | +380.2% | +37.8% | +342.4% | +306.6% |
| All | +273.1% | -63.2% | +336.3% | +233.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling