+12,377.6%
TSM vs WAB
+2,581.5%
+9,796.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +1.5% |
| 7D | -2.5% | +4.0% | -6.5% | -3.8% |
| 30D | -14.3% | +4.5% | -18.7% | -15.5% |
| 3M | -7.2% | +2.3% | -9.5% | -7.9% |
| 6M | -5.1% | +12.5% | -17.6% | -9.4% |
| YTD | +28.9% | +40.2% | -11.3% | +13.5% |
| 1Y | +37.1% | +45.2% | -8.1% | +19.0% |
| 3Y | +341.5% | +171.8% | +169.7% | +204.6% |
| 5Y | +245.7% | +217.6% | +28.1% | +123.6% |
| 10Y | +1,502.2% | +285.3% | +1,216.9% | +781.4% |
| All | +12,377.6% | +2,581.5% | +9,796.1% | +2,562.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling