+1,729.4%
TSM vs WM
+306.5%
+1,422.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +3.6% | -2.4% | +6.0% | +4.1% |
| 3M | -3.4% | +0.4% | -3.8% | -4.2% |
| 6M | +20.6% | -9.5% | +30.1% | +22.8% |
| YTD | +41.9% | +0.5% | +41.4% | +39.7% |
| 1Y | +84.4% | -1.1% | +85.5% | +81.9% |
| 3Y | +380.2% | +46.0% | +334.2% | +299.3% |
| 5Y | +275.3% | +51.8% | +223.5% | +200.6% |
| All | +1,729.4% | +306.5% | +1,422.9% | +765.0% |
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