+13,634.3%
TSM vs GAP
+179.8%
+13,454.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +2.7% | -4.5% | +7.2% | +3.9% |
| 30D | +3.6% | +9.0% | -5.4% | +0.8% |
| 3M | -3.4% | +5.0% | -8.4% | -5.4% |
| 6M | +20.6% | -17.8% | +38.4% | +24.5% |
| YTD | +41.9% | -10.4% | +52.3% | +42.8% |
| 1Y | +84.4% | -3.4% | +87.8% | +81.0% |
| 3Y | +380.2% | +111.5% | +268.7% | +256.0% |
| 5Y | +275.3% | +8.8% | +266.5% | +209.6% |
| 10Y | +1,751.4% | +32.9% | +1,718.5% | +1,075.8% |
| All | +13,634.3% | +179.8% | +13,454.5% | +2,649.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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