+79.6%
TSM vs WING
-64.3%
+143.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +6.0% | -0.1% | +6.2% | +6.0% |
| 30D | +4.5% | -6.0% | +10.5% | +4.7% |
| 3M | +3.1% | -23.5% | +26.6% | +4.3% |
| 6M | +30.2% | -52.0% | +82.2% | +34.6% |
| YTD | +45.2% | -53.8% | +99.0% | +49.9% |
| 1Y | +79.6% | -63.8% | +143.4% | +89.8% |
| All | +79.6% | -64.3% | +143.9% | +89.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling