+1,672.6%
TSM vs GD
+165.4%
+1,507.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | +14.8% | +1.9% | +13.0% | +14.1% |
| 30D | -8.9% | +9.2% | -18.1% | -11.8% |
| 3M | -5.3% | -7.5% | +2.2% | -2.8% |
| 6M | +2.6% | +5.8% | -3.2% | -0.4% |
| YTD | +34.5% | +9.8% | +24.7% | +28.0% |
| 1Y | +41.0% | +5.8% | +35.2% | +36.2% |
| 3Y | +333.1% | +58.0% | +275.1% | +251.7% |
| 5Y | +270.1% | +100.4% | +169.7% | +167.7% |
| All | +1,672.6% | +165.4% | +1,507.2% | +1,052.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling