+1,502.2%
TSM vs WM
+337.2%
+1,165.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | -14.3% | +13.3% | -27.6% | -16.8% |
| 3M | -7.2% | +4.4% | -11.6% | -8.4% |
| 6M | -5.1% | +10.8% | -16.0% | -8.4% |
| YTD | +28.9% | +9.1% | +19.8% | +24.4% |
| 1Y | +37.1% | +19.1% | +17.9% | +28.4% |
| 3Y | +341.5% | +45.7% | +295.8% | +274.0% |
| 5Y | +245.7% | +60.4% | +185.3% | +176.1% |
| 10Y | +1,502.2% | +328.7% | +1,173.5% | +716.6% |
| All | +1,502.2% | +337.2% | +1,165.0% | +716.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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