+8,591.7%
TSM vs WPM
+5,535.3%
+3,056.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +2.5% |
| 7D | -2.5% | +20.8% | -23.3% | -5.8% |
| 30D | -14.3% | +3.8% | -18.1% | -15.0% |
| 3M | -7.2% | +7.4% | -14.6% | -8.8% |
| 6M | -5.1% | +4.0% | -9.1% | -6.5% |
| YTD | +28.9% | +23.0% | +5.9% | +22.9% |
| 1Y | +37.1% | +45.9% | -8.9% | +26.9% |
| 3Y | +341.5% | +242.9% | +98.5% | +249.9% |
| 5Y | +245.7% | +259.5% | -13.8% | +168.0% |
| 10Y | +1,502.2% | +577.7% | +924.5% | +976.6% |
| All | +8,591.7% | +5,535.3% | +3,056.4% | +3,001.5% |
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