+285.0%
TSM vs WSM
+182.5%
+102.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.8% | +2.6% | +2.2% | +4.0% |
| 30D | +4.0% | -9.3% | +13.3% | +7.1% |
| 3M | +2.0% | +7.1% | -5.1% | -0.6% |
| 6M | +25.5% | +21.7% | +3.8% | +17.3% |
| YTD | +44.0% | +28.7% | +15.3% | +32.2% |
| 1Y | +75.4% | +13.9% | +61.6% | +66.6% |
| 3Y | +406.7% | +232.2% | +174.6% | +239.7% |
| 5Y | +285.0% | +176.4% | +108.6% | +161.0% |
| All | +285.0% | +182.5% | +102.5% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling