+8,144.2%
TSM vs WU
-19.6%
+8,163.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.2% |
| 7D | +2.7% | -0.8% | +3.6% | +3.0% |
| 30D | +3.6% | -1.1% | +4.7% | +3.9% |
| 3M | -3.4% | -3.9% | +0.5% | -3.9% |
| 6M | +20.6% | -20.7% | +41.3% | +28.7% |
| YTD | +41.9% | -18.4% | +60.2% | +49.1% |
| 1Y | +84.4% | -8.1% | +92.4% | +83.1% |
| 3Y | +380.2% | -24.2% | +404.4% | +400.2% |
| 5Y | +275.3% | -50.4% | +325.8% | +355.9% |
| 10Y | +1,751.4% | -40.0% | +1,791.4% | +1,875.0% |
| All | +8,144.2% | -19.6% | +8,163.8% | +6,620.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling