+341.5%
TSM vs WAB
+174.1%
+167.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | 0.0% |
| 7D | -2.5% | +4.0% | -6.5% | -4.8% |
| 30D | -14.3% | +4.5% | -18.7% | -16.5% |
| 3M | -7.2% | +2.3% | -9.5% | -8.5% |
| 6M | -5.1% | +12.5% | -17.6% | -12.8% |
| YTD | +28.9% | +40.2% | -11.3% | +1.5% |
| 1Y | +37.1% | +45.2% | -8.1% | +5.2% |
| 3Y | +341.5% | +171.8% | +169.7% | +121.0% |
| All | +341.5% | +174.1% | +167.4% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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