+69.2%
TSM vs WY
-9.1%
+78.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +1.0% | -4.2% | +5.2% | +1.1% |
| 30D | +1.0% | -10.1% | +11.0% | +1.3% |
| 3M | +2.9% | -8.5% | +11.4% | +3.0% |
| 6M | +22.8% | -3.3% | +26.2% | +21.5% |
| YTD | +43.3% | -4.4% | +47.7% | +41.3% |
| 1Y | +69.2% | -11.5% | +80.7% | +80.7% |
| All | +69.2% | -9.1% | +78.2% | +80.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling