+411.0%
TSM vs WY
-23.0%
+434.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.6% |
| 7D | +6.0% | -2.1% | +8.1% | +6.4% |
| 30D | +4.5% | -10.5% | +15.0% | +6.6% |
| 3M | +3.1% | -4.9% | +8.0% | +3.6% |
| 6M | +30.2% | -4.9% | +35.1% | +30.5% |
| YTD | +45.2% | -1.7% | +46.9% | +44.1% |
| 1Y | +79.6% | -9.4% | +88.9% | +81.8% |
| 3Y | +411.0% | -22.3% | +433.3% | +422.3% |
| All | +411.0% | -23.0% | +434.0% | +422.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling