+1,779.8%
TSM vs WBD
+15.0%
+1,764.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +1.0% | -0.7% | +1.8% | +1.1% |
| 30D | +1.0% | +1.4% | -0.5% | +0.7% |
| 3M | +2.9% | +4.4% | -1.5% | +2.1% |
| 6M | +22.8% | +0.8% | +22.0% | +22.6% |
| YTD | +43.3% | -2.7% | +46.0% | +43.8% |
| 1Y | +69.2% | +73.4% | -4.2% | +54.2% |
| 3Y | +404.5% | +142.1% | +262.4% | +316.4% |
| 5Y | +282.2% | +7.2% | +275.0% | +245.2% |
| All | +1,779.8% | +15.0% | +1,764.8% | +1,445.4% |
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