+2,340.0%
TSM vs WING
+405.9%
+1,934.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.0% |
| 7D | +2.7% | -3.9% | +6.6% | +3.5% |
| 30D | +3.6% | -11.6% | +15.2% | +5.5% |
| 3M | -3.4% | -24.2% | +20.8% | +0.8% |
| 6M | +20.6% | -54.1% | +74.7% | +38.1% |
| YTD | +41.9% | -53.9% | +95.8% | +60.4% |
| 1Y | +84.4% | -64.4% | +148.7% | +118.1% |
| 3Y | +380.2% | -30.2% | +410.4% | +372.3% |
| 5Y | +275.3% | -34.1% | +309.4% | +256.2% |
| 10Y | +1,751.4% | +342.1% | +1,409.2% | +1,165.9% |
| All | +2,340.0% | +405.9% | +1,934.1% | +1,517.0% |
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