+1,502.2%
TSM vs WAT
+232.2%
+1,270.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +2.0% |
| 7D | -2.5% | +6.0% | -8.6% | -4.4% |
| 30D | -14.3% | +9.9% | -24.2% | -17.0% |
| 3M | -7.2% | +17.2% | -24.4% | -12.4% |
| 6M | -5.1% | +34.2% | -39.4% | -15.1% |
| YTD | +28.9% | +25.5% | +3.4% | +16.7% |
| 1Y | +37.1% | +28.3% | +8.8% | +23.0% |
| 3Y | +341.5% | +88.4% | +253.1% | +224.4% |
| 5Y | +245.7% | +36.1% | +209.6% | +184.0% |
| 10Y | +1,502.2% | +234.8% | +1,267.4% | +801.2% |
| All | +1,502.2% | +232.2% | +1,270.1% | +801.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling