+13,634.3%
TSM vs WFC
+1,076.9%
+12,557.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +2.7% | +3.8% | -1.1% | +1.5% |
| 30D | +3.6% | +1.5% | +2.1% | +3.0% |
| 3M | -3.4% | +10.9% | -14.2% | -7.0% |
| 6M | +20.6% | +8.4% | +12.2% | +16.7% |
| YTD | +41.9% | -1.9% | +43.7% | +41.5% |
| 1Y | +84.4% | +12.3% | +72.0% | +75.3% |
| 3Y | +380.2% | +132.3% | +247.9% | +251.6% |
| 5Y | +275.3% | +130.1% | +145.3% | +171.8% |
| 10Y | +1,751.4% | +134.4% | +1,617.0% | +1,138.3% |
| All | +13,634.3% | +1,076.9% | +12,557.4% | +2,635.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling