+285.0%
TSM vs WY
-20.4%
+305.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +4.8% | -1.7% | +6.5% | +5.4% |
| 30D | +4.0% | -9.9% | +13.9% | +7.5% |
| 3M | +2.0% | -7.5% | +9.5% | +3.9% |
| 6M | +25.5% | -5.1% | +30.6% | +26.4% |
| YTD | +44.0% | -2.1% | +46.1% | +42.8% |
| 1Y | +75.4% | -7.3% | +82.8% | +77.3% |
| 3Y | +406.7% | -22.6% | +429.4% | +434.7% |
| 5Y | +285.0% | -19.8% | +304.8% | +322.5% |
| All | +285.0% | -20.4% | +305.4% | +322.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling