+12,629.9%
TSM vs GAP
+176.1%
+12,453.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -12.5% | -5.4% | -7.1% | -11.5% |
| 3M | -5.0% | +2.9% | -7.9% | -6.4% |
| 6M | -3.2% | -4.4% | +1.2% | -3.7% |
| YTD | +31.5% | -11.6% | +43.1% | +32.4% |
| 1Y | +35.7% | -6.0% | +41.7% | +34.0% |
| 3Y | +323.5% | +78.0% | +245.5% | +229.4% |
| 5Y | +263.4% | +8.5% | +254.9% | +200.4% |
| 10Y | +1,598.5% | +8.6% | +1,589.9% | +1,054.4% |
| All | +12,629.9% | +176.1% | +12,453.8% | +2,449.3% |
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