+84.4%
TSM vs WFC
+13.8%
+70.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +2.7% | +3.8% | -1.1% | +2.2% |
| 30D | +3.6% | +1.5% | +2.1% | +3.4% |
| 3M | -3.4% | +10.9% | -14.2% | -4.9% |
| 6M | +20.6% | +8.4% | +12.2% | +18.3% |
| YTD | +41.9% | -1.9% | +43.7% | +41.5% |
| 1Y | +84.4% | +12.3% | +72.0% | +80.9% |
| All | +84.4% | +13.8% | +70.5% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling