+330.4%
TSM vs WSM
+260.3%
+70.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.1% | -2.1% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -7.3% | +5.1% | -12.4% | -8.9% |
| 3M | -7.1% | +5.1% | -12.2% | -8.9% |
| 6M | +0.2% | +48.6% | -48.4% | -12.4% |
| YTD | +32.2% | +44.2% | -11.9% | +16.4% |
| 1Y | +42.8% | +38.1% | +4.7% | +27.2% |
| 3Y | +330.4% | +257.2% | +73.2% | +206.0% |
| All | +330.4% | +260.3% | +70.1% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling