+2,746.4%
TSM vs W
+176.2%
+2,570.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.3% | +2.5% |
| 7D | +2.7% | -4.2% | +6.9% | +3.3% |
| 30D | +3.6% | -7.6% | +11.2% | +4.7% |
| 3M | -3.4% | +37.2% | -40.5% | -8.9% |
| 6M | +20.6% | +26.3% | -5.7% | +14.8% |
| YTD | +41.9% | -1.0% | +42.8% | +39.1% |
| 1Y | +84.4% | +20.1% | +64.3% | +74.2% |
| 3Y | +380.2% | +37.8% | +342.4% | +319.2% |
| 5Y | +275.3% | -63.7% | +339.0% | +249.8% |
| 10Y | +1,751.4% | +156.3% | +1,595.1% | +1,161.1% |
| All | +2,746.4% | +176.2% | +2,570.2% | +1,793.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling