+13,171.6%
TSM vs WY
+147.8%
+13,023.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | +4.4% | -5.1% | +9.5% | +6.7% |
| 30D | -7.0% | +9.0% | -16.0% | -11.2% |
| 3M | -1.8% | -16.7% | +14.9% | +5.0% |
| 6M | +2.7% | -10.3% | +12.9% | +5.2% |
| YTD | +37.1% | -10.5% | +47.6% | +39.9% |
| 1Y | +43.5% | -5.9% | +49.3% | +42.8% |
| 3Y | +341.5% | -24.7% | +366.2% | +371.4% |
| 5Y | +278.9% | -31.5% | +310.4% | +318.0% |
| 10Y | +1,641.8% | +4.7% | +1,637.1% | +1,314.1% |
| All | +13,171.6% | +147.8% | +13,023.8% | +6,149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling