+1,672.6%
TSM vs WAT
+223.8%
+1,448.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | +14.8% | +2.0% | +12.8% | +14.0% |
| 30D | -8.9% | +7.7% | -16.6% | -11.2% |
| 3M | -5.3% | +11.1% | -16.3% | -8.8% |
| 6M | +2.6% | +31.2% | -28.6% | -7.4% |
| YTD | +34.5% | +21.7% | +12.8% | +23.1% |
| 1Y | +41.0% | +19.3% | +21.7% | +30.0% |
| 3Y | +333.1% | +80.6% | +252.5% | +223.3% |
| 5Y | +270.1% | +29.5% | +240.6% | +210.0% |
| All | +1,672.6% | +223.8% | +1,448.8% | +909.9% |
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