+13,634.3%
TSM vs WM
+903.9%
+12,730.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.3% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +3.6% | -2.4% | +6.0% | +4.4% |
| 3M | -3.4% | +0.4% | -3.8% | -4.4% |
| 6M | +20.6% | -9.5% | +30.1% | +23.4% |
| YTD | +41.9% | +0.5% | +41.4% | +39.4% |
| 1Y | +84.4% | -1.1% | +85.5% | +81.2% |
| 3Y | +380.2% | +46.0% | +334.2% | +299.2% |
| 5Y | +275.3% | +51.8% | +223.5% | +202.9% |
| 10Y | +1,751.4% | +307.5% | +1,443.9% | +899.9% |
| All | +13,634.3% | +903.9% | +12,730.4% | +5,081.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling