+7,866.5%
TSM vs WU
-22.0%
+7,888.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +5.4% |
| 7D | +4.4% | +2.1% | +2.3% | +3.1% |
| 30D | -7.0% | +10.1% | -17.1% | -11.1% |
| 3M | -1.8% | -1.1% | -0.7% | -2.7% |
| 6M | +2.7% | -19.8% | +22.5% | +8.2% |
| YTD | +37.1% | -20.8% | +57.8% | +44.1% |
| 1Y | +43.5% | -15.1% | +58.6% | +46.3% |
| 3Y | +341.5% | -23.2% | +364.7% | +353.3% |
| 5Y | +278.9% | -42.6% | +321.5% | +328.1% |
| 10Y | +1,641.8% | -38.9% | +1,680.7% | +1,718.2% |
| All | +7,866.5% | -22.0% | +7,888.4% | +6,392.3% |
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