+224.7%
TSM vs WM
+62.1%
+162.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +1.2% | -11.9% | -10.6% |
| 7D | -18.2% | +4.5% | -22.7% | -17.8% |
| 30D | -26.8% | +16.1% | -42.9% | -25.6% |
| 3M | -14.5% | +8.0% | -22.5% | -13.6% |
| 6M | -10.0% | +8.4% | -18.4% | -9.0% |
| YTD | +17.1% | +11.2% | +5.9% | +18.1% |
| 1Y | +21.5% | +22.3% | -0.8% | +21.8% |
| 3Y | +300.4% | +50.2% | +250.1% | +283.7% |
| 5Y | +224.7% | +63.3% | +161.4% | +196.9% |
| All | +224.7% | +62.1% | +162.7% | +196.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling