+11,237.1%
TSM vs WM
+1,010.9%
+10,226.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +1.2% | -11.9% | -11.2% |
| 7D | -18.2% | +4.5% | -22.7% | -19.6% |
| 30D | -26.8% | +16.1% | -42.9% | -30.9% |
| 3M | -14.5% | +8.0% | -22.5% | -17.3% |
| 6M | -10.0% | +8.4% | -18.4% | -14.0% |
| YTD | +17.1% | +11.2% | +5.9% | +10.4% |
| 1Y | +21.5% | +22.3% | -0.8% | +10.3% |
| 3Y | +300.4% | +50.2% | +250.1% | +229.4% |
| 5Y | +224.7% | +63.3% | +161.4% | +154.5% |
| 10Y | +1,372.7% | +355.0% | +1,017.6% | +660.3% |
| All | +11,237.1% | +1,010.9% | +10,226.2% | +4,003.6% |
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 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