+273.1%
TSM vs WFC
+129.3%
+143.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | +2.7% | +3.8% | -1.1% | +1.4% |
| 30D | +3.6% | +1.5% | +2.1% | +3.0% |
| 3M | -3.4% | +10.9% | -14.2% | -7.2% |
| 6M | +20.6% | +8.4% | +12.2% | +16.4% |
| YTD | +41.9% | -1.9% | +43.7% | +41.7% |
| 1Y | +84.4% | +12.3% | +72.0% | +74.2% |
| 3Y | +380.2% | +132.3% | +247.9% | +227.0% |
| All | +273.1% | +129.3% | +143.8% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling