+9,467.2%
TSM vs WPM
+5,967.5%
+3,499.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +3.0% |
| 7D | +2.7% | +1.1% | +1.7% | +2.5% |
| 30D | +3.6% | +26.4% | -22.8% | -0.7% |
| 3M | -3.4% | +20.8% | -24.2% | -6.8% |
| 6M | +20.6% | +1.1% | +19.5% | +19.5% |
| YTD | +41.9% | +32.5% | +9.4% | +33.9% |
| 1Y | +84.4% | +51.5% | +32.8% | +69.6% |
| 3Y | +380.2% | +267.0% | +113.2% | +276.5% |
| 5Y | +275.3% | +250.1% | +25.2% | +192.5% |
| 10Y | +1,751.4% | +540.4% | +1,211.0% | +1,155.6% |
| All | +9,467.2% | +5,967.5% | +3,499.7% | +3,279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling