+1,815.4%
TSM vs WING
+359.3%
+1,456.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.0% |
| 7D | +4.8% | -2.3% | +7.1% | +5.2% |
| 30D | +4.0% | -5.6% | +9.7% | +4.7% |
| 3M | +2.0% | -22.9% | +24.9% | +6.2% |
| 6M | +25.5% | -50.4% | +75.9% | +42.2% |
| YTD | +44.0% | -53.3% | +97.3% | +63.2% |
| 1Y | +75.4% | -61.2% | +136.6% | +105.3% |
| 3Y | +406.7% | -30.1% | +436.8% | +395.7% |
| 5Y | +285.0% | -35.0% | +320.0% | +263.4% |
| 10Y | +1,815.4% | +375.5% | +1,439.9% | +1,166.1% |
| All | +1,815.4% | +359.3% | +1,456.1% | +1,166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling