+1,815.4%
TSM vs WU
-40.9%
+1,856.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | +4.8% | -4.9% | +9.7% | +6.3% |
| 30D | +4.0% | -1.3% | +5.3% | +4.3% |
| 3M | +2.0% | -3.6% | +5.5% | +1.2% |
| 6M | +25.5% | -24.3% | +49.8% | +34.3% |
| YTD | +44.0% | -21.1% | +65.1% | +51.5% |
| 1Y | +75.4% | -10.3% | +85.7% | +75.4% |
| 3Y | +406.7% | -28.4% | +435.1% | +433.7% |
| 5Y | +285.0% | -51.2% | +336.2% | +361.0% |
| 10Y | +1,815.4% | -39.6% | +1,855.0% | +1,875.9% |
| All | +1,815.4% | -40.9% | +1,856.2% | +1,875.9% |
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