+1,643.1%
TSM vs WY
+5.0%
+1,638.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.2% |
| 7D | +6.2% | -0.8% | +7.0% | +6.5% |
| 30D | -7.3% | +10.1% | -17.4% | -10.9% |
| 3M | -7.1% | -15.4% | +8.3% | -2.4% |
| 6M | +0.2% | -8.3% | +8.5% | +1.5% |
| YTD | +32.2% | -9.8% | +42.1% | +34.1% |
| 1Y | +42.8% | -3.9% | +46.7% | +41.1% |
| 3Y | +330.4% | -23.3% | +353.7% | +351.7% |
| 5Y | +263.9% | -31.2% | +295.1% | +296.4% |
| All | +1,643.1% | +5.0% | +1,638.1% | +1,476.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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