+245.7%
TSM vs WPM
+266.6%
-20.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +2.2% |
| 7D | -2.5% | +20.8% | -23.3% | -7.0% |
| 30D | -14.3% | +3.8% | -18.1% | -15.2% |
| 3M | -7.2% | +7.4% | -14.6% | -9.4% |
| 6M | -5.1% | +4.0% | -9.1% | -7.3% |
| YTD | +28.9% | +23.0% | +5.9% | +20.5% |
| 1Y | +37.1% | +45.9% | -8.9% | +23.3% |
| 3Y | +341.5% | +242.9% | +98.5% | +219.1% |
| 5Y | +245.7% | +259.5% | -13.8% | +142.4% |
| All | +245.7% | +266.6% | -20.9% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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