+322.0%
TSM vs WM
+47.1%
+274.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +5.6% |
| 7D | -7.6% | +1.2% | -8.8% | -7.1% |
| 30D | -20.5% | +13.1% | -33.6% | -17.3% |
| 3M | -10.0% | +3.6% | -13.6% | -8.5% |
| 6M | -10.1% | +8.1% | -18.1% | -7.5% |
| YTD | +24.5% | +8.9% | +15.6% | +28.1% |
| 1Y | +31.2% | +20.3% | +10.8% | +35.6% |
| 3Y | +322.0% | +46.2% | +275.8% | +309.6% |
| All | +322.0% | +47.1% | +274.9% | +309.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling