+265.7%
TSM vs WM
+61.9%
+203.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +6.2% | +3.2% | +3.0% | +6.6% |
| 30D | -7.3% | +13.0% | -20.3% | -5.9% |
| 3M | -7.1% | +9.2% | -16.4% | -6.0% |
| 6M | +0.2% | +13.6% | -13.4% | +1.4% |
| YTD | +32.2% | +12.4% | +19.8% | +33.5% |
| 1Y | +42.8% | +21.2% | +21.6% | +43.4% |
| 3Y | +330.4% | +48.7% | +281.7% | +313.5% |
| All | +265.7% | +61.9% | +203.8% | +235.8% |
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