+215.4%
TSM vs WBD
+129.6%
+85.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.9% |
| 7D | -3.1% | +3.1% | -6.2% | -3.5% |
| 30D | +5.2% | +34.4% | -29.2% | +1.3% |
| 3M | +22.5% | +110.6% | -88.1% | +10.1% |
| 6M | +68.4% | +153.4% | -84.9% | +46.5% |
| YTD | +51.1% | +117.4% | -66.3% | +31.5% |
| 1Y | +48.8% | +150.3% | -101.5% | +28.9% |
| All | +215.4% | +129.6% | +85.8% | +178.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling