+407.0%
TSM vs WBD
+144.6%
+262.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +4.8% | -1.7% | +6.5% | +5.0% |
| 30D | +4.0% | +3.9% | +0.2% | +3.5% |
| 3M | +2.0% | +5.1% | -3.1% | +1.2% |
| 6M | +25.5% | +0.6% | +24.9% | +25.4% |
| YTD | +44.0% | -3.2% | +47.2% | +44.5% |
| 1Y | +75.4% | +127.7% | -52.2% | +56.3% |
| All | +407.0% | +144.6% | +262.4% | +326.8% |
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