+9,542.4%
TSM vs WBD
+293.1%
+9,249.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +2.7% | -1.8% | +4.5% | +3.2% |
| 30D | +3.6% | +8.8% | -5.2% | +1.5% |
| 3M | -3.4% | +4.6% | -8.0% | -4.5% |
| 6M | +20.6% | +1.1% | +19.5% | +20.2% |
| YTD | +41.9% | -2.0% | +43.8% | +42.4% |
| 1Y | +84.4% | +140.0% | -55.6% | +45.6% |
| 3Y | +380.2% | +144.4% | +235.8% | +253.5% |
| 5Y | +275.3% | -0.2% | +275.5% | +229.3% |
| 10Y | +1,751.4% | +9.1% | +1,742.3% | +1,231.6% |
| All | +9,542.4% | +293.1% | +9,249.4% | +3,272.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling