+2,116.7%
TSM vs WING
+719.8%
+1,396.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.4% | -4.9% | +2.0% |
| 7D | -2.5% | +8.6% | -11.1% | -4.0% |
| 30D | -14.3% | +44.8% | -59.0% | -20.4% |
| 3M | -7.2% | +51.9% | -59.2% | -15.4% |
| 6M | -5.1% | +37.2% | -42.4% | -12.6% |
| YTD | +28.9% | -25.3% | +54.2% | +31.9% |
| 1Y | +37.1% | -25.1% | +62.2% | +39.7% |
| 3Y | +341.5% | -12.9% | +354.4% | +317.3% |
| 5Y | +245.7% | +12.0% | +233.7% | +195.1% |
| 10Y | +1,502.2% | +716.5% | +785.8% | +877.8% |
| All | +2,116.7% | +719.8% | +1,396.9% | +1,230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling