+1,643.1%
TSM vs WU
-38.9%
+1,682.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -2.0% |
| 7D | +6.2% | -2.0% | +8.2% | +6.7% |
| 30D | -7.3% | +11.4% | -18.7% | -10.6% |
| 3M | -7.1% | -6.8% | -0.3% | -6.0% |
| 6M | +0.2% | -14.6% | +14.9% | +2.7% |
| YTD | +32.2% | -20.6% | +52.9% | +37.8% |
| 1Y | +42.8% | -15.4% | +58.2% | +45.3% |
| 3Y | +330.4% | -23.6% | +354.0% | +340.5% |
| 5Y | +263.9% | -43.4% | +307.3% | +308.6% |
| All | +1,643.1% | -38.9% | +1,682.0% | +1,687.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling