+397.0%
TSM vs WFC
+137.6%
+259.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +2.7% | +3.8% | -1.1% | +1.7% |
| 30D | +3.6% | +1.5% | +2.1% | +3.1% |
| 3M | -3.4% | +10.9% | -14.2% | -6.3% |
| 6M | +20.6% | +8.4% | +12.2% | +17.4% |
| YTD | +41.9% | -1.9% | +43.7% | +41.9% |
| 1Y | +84.4% | +12.3% | +72.0% | +76.6% |
| All | +397.0% | +137.6% | +259.4% | +273.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling