+12,629.9%
TSM vs WFC
+1,028.5%
+11,601.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -2.1% | +0.9% | -2.9% | -2.3% |
| 30D | -12.5% | +3.3% | -15.8% | -13.5% |
| 3M | -5.0% | -1.4% | -3.6% | -4.8% |
| 6M | -3.2% | +14.7% | -17.9% | -8.1% |
| YTD | +31.5% | -5.9% | +37.4% | +32.7% |
| 1Y | +35.7% | +1.8% | +33.9% | +33.4% |
| 3Y | +323.5% | +124.9% | +198.6% | +212.9% |
| 5Y | +263.4% | +92.7% | +170.6% | +178.8% |
| 10Y | +1,598.5% | +118.2% | +1,480.3% | +1,064.7% |
| All | +12,629.9% | +1,028.5% | +11,601.4% | +2,465.2% |
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