+1,815.4%
TSM vs WFC
+138.6%
+1,676.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.5% |
| 7D | +4.8% | +0.4% | +4.3% | +4.6% |
| 30D | +4.0% | +2.5% | +1.6% | +3.1% |
| 3M | +2.0% | +10.0% | -8.0% | -1.5% |
| 6M | +25.5% | +15.1% | +10.4% | +19.1% |
| YTD | +44.0% | -2.2% | +46.2% | +43.8% |
| 1Y | +75.4% | +13.5% | +62.0% | +66.4% |
| 3Y | +406.7% | +135.2% | +271.5% | +269.6% |
| 5Y | +285.0% | +128.3% | +156.7% | +180.4% |
| 10Y | +1,815.4% | +142.4% | +1,673.0% | +1,314.0% |
| All | +1,815.4% | +138.6% | +1,676.8% | +1,314.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling