+1,410.4%
TSM vs WM
+339.4%
+1,071.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +6.7% |
| 7D | -7.6% | +1.2% | -8.8% | -7.9% |
| 30D | -20.5% | +13.1% | -33.6% | -22.8% |
| 3M | -10.0% | +3.6% | -13.6% | -11.0% |
| 6M | -10.1% | +8.1% | -18.1% | -12.5% |
| YTD | +24.5% | +8.9% | +15.6% | +20.2% |
| 1Y | +31.2% | +20.3% | +10.8% | +22.5% |
| 3Y | +322.0% | +46.2% | +275.8% | +257.0% |
| 5Y | +245.3% | +59.9% | +185.4% | +176.3% |
| All | +1,410.4% | +339.4% | +1,071.0% | +687.9% |
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