+1,598.5%
TSM vs WING
+675.9%
+922.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.2% | +6.2% | +2.8% |
| 7D | -2.1% | +5.0% | -7.0% | -3.0% |
| 30D | -12.5% | +38.7% | -51.2% | -18.4% |
| 3M | -5.0% | +44.7% | -49.7% | -12.9% |
| 6M | -3.2% | +31.5% | -34.7% | -10.4% |
| YTD | +31.5% | -28.4% | +59.9% | +35.8% |
| 1Y | +35.7% | -28.2% | +63.9% | +39.5% |
| 3Y | +323.5% | -18.4% | +341.9% | +302.9% |
| 5Y | +263.4% | +5.2% | +258.1% | +209.7% |
| 10Y | +1,598.5% | +699.8% | +898.7% | +942.9% |
| All | +1,598.5% | +675.9% | +922.7% | +942.9% |
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