+2,023.7%
TSM vs WBD
+16.8%
+2,006.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.9% | +13.8% | +9.1% | +20.5% |
| 7D | +22.9% | +13.8% | +9.1% | +20.5% |
| 30D | +22.9% | +13.8% | +9.1% | +20.5% |
| 3M | +22.9% | +13.8% | +9.1% | +20.5% |
| 6M | +44.0% | +13.3% | +30.7% | +41.3% |
| YTD | +61.1% | +7.4% | +53.7% | +59.5% |
| 1Y | +68.0% | +63.0% | +5.0% | +55.2% |
| 3Y | +481.0% | +206.7% | +274.2% | +361.1% |
| 5Y | +381.7% | +18.4% | +363.3% | +328.9% |
| All | +2,023.7% | +16.8% | +2,006.9% | +1,626.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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