+37.6%
TSM vs WM
+19.7%
+17.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.3% |
| 7D | -2.1% | +1.2% | -3.2% | -1.1% |
| 30D | -12.5% | +13.7% | -26.2% | -3.3% |
| 3M | -5.0% | +5.2% | -10.2% | -0.6% |
| 6M | -3.2% | +11.2% | -14.4% | +5.3% |
| YTD | +31.5% | +9.4% | +22.1% | +43.9% |
| All | +37.6% | +19.7% | +17.9% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling