+236.4%
TSM vs WM
+59.1%
+177.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +6.1% |
| 7D | -7.6% | +1.2% | -8.8% | -7.4% |
| 30D | -20.5% | +13.1% | -33.6% | -19.4% |
| 3M | -10.0% | +3.6% | -13.6% | -9.4% |
| 6M | -10.1% | +8.1% | -18.1% | -9.3% |
| YTD | +24.5% | +8.9% | +15.6% | +25.2% |
| 1Y | +31.2% | +20.3% | +10.8% | +31.0% |
| 3Y | +322.0% | +46.2% | +275.8% | +303.8% |
| All | +236.4% | +59.1% | +177.3% | +206.4% |
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