+79.6%
TSM vs WFC
+13.8%
+65.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.7% |
| 7D | +6.0% | +1.1% | +5.0% | +5.8% |
| 30D | +4.5% | +0.8% | +3.7% | +4.4% |
| 3M | +3.1% | +9.3% | -6.2% | +1.4% |
| 6M | +30.2% | +10.6% | +19.6% | +26.6% |
| YTD | +45.2% | -4.1% | +49.3% | +45.7% |
| 1Y | +79.6% | +13.6% | +66.0% | +78.6% |
| All | +79.6% | +13.8% | +65.8% | +78.6% |
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