+341.5%
TSM vs WWD
+157.3%
+184.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.4% | +1.3% |
| 7D | -2.5% | +4.2% | -6.7% | -4.0% |
| 30D | -14.3% | -0.8% | -13.5% | -13.9% |
| 3M | -7.2% | -8.2% | +0.9% | -3.9% |
| 6M | -5.1% | -9.8% | +4.7% | -1.8% |
| YTD | +28.9% | +10.4% | +18.5% | +20.7% |
| 1Y | +37.1% | +25.5% | +11.6% | +19.7% |
| 3Y | +341.5% | +155.8% | +185.7% | +191.1% |
| All | +341.5% | +157.3% | +184.2% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling