+13,634.3%
TSM vs WY
+176.3%
+13,458.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.5% |
| 7D | +2.7% | -1.7% | +4.5% | +3.5% |
| 30D | +3.6% | -10.1% | +13.7% | +8.4% |
| 3M | -3.4% | -5.1% | +1.8% | -2.1% |
| 6M | +20.6% | -4.8% | +25.4% | +21.7% |
| YTD | +41.9% | -0.2% | +42.1% | +39.7% |
| 1Y | +84.4% | -6.6% | +91.0% | +86.1% |
| 3Y | +380.2% | -22.7% | +403.0% | +413.2% |
| 5Y | +275.3% | -22.2% | +297.5% | +294.3% |
| 10Y | +1,751.4% | +7.3% | +1,744.1% | +1,408.2% |
| All | +13,634.3% | +176.3% | +13,458.1% | +6,140.4% |
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