+322.0%
TSM vs WING
-19.7%
+341.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.5% |
| 7D | -7.6% | +9.0% | -16.6% | -8.6% |
| 30D | -20.5% | +39.9% | -60.4% | -24.3% |
| 3M | -10.0% | +40.4% | -50.4% | -14.8% |
| 6M | -10.1% | +12.9% | -22.9% | -12.5% |
| YTD | +24.5% | -31.1% | +55.6% | +29.8% |
| 1Y | +31.2% | -32.7% | +63.9% | +36.9% |
| 3Y | +322.0% | -19.8% | +341.8% | +261.0% |
| All | +322.0% | -19.7% | +341.7% | +261.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling