+36.0%
TSM vs WFC
+2.7%
+33.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.5% | -2.5% |
| 7D | -10.0% | +4.5% | -14.5% | -10.4% |
| 30D | -18.5% | +7.4% | -25.9% | -19.2% |
| 3M | -4.9% | -0.5% | -4.4% | -4.6% |
| 6M | -1.0% | +11.7% | -12.7% | -3.3% |
| YTD | +31.3% | -4.6% | +35.9% | +33.2% |
| 1Y | +36.0% | +2.5% | +33.5% | +30.8% |
| All | +36.0% | +2.7% | +33.3% | +30.8% |
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