+10,850.7%
TSM vs WBD
+330.6%
+10,520.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +343.4% | +10.9% | +332.5% | +338.4% |
| 7D | +343.4% | +10.9% | +332.5% | +338.4% |
| 30D | +343.4% | +10.9% | +332.5% | +338.4% |
| 3M | +343.4% | +10.9% | +332.5% | +338.4% |
| 6M | +343.4% | +10.9% | +332.5% | +338.4% |
| YTD | +343.4% | +10.9% | +332.5% | +338.4% |
| 1Y | +343.4% | +10.9% | +332.5% | +338.4% |
| 3Y | +343.4% | +10.9% | +332.5% | +338.4% |
| 5Y | +381.7% | +18.4% | +363.3% | +365.9% |
| 10Y | +1,906.9% | +11.8% | +1,895.1% | +1,571.5% |
| All | +10,850.7% | +330.6% | +10,520.0% | +4,217.7% |
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