+1,502.2%
TSM vs GD
+185.2%
+1,317.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.7% |
| 7D | -2.5% | -3.0% | +0.5% | -1.4% |
| 30D | -14.3% | +9.3% | -23.6% | -17.0% |
| 3M | -7.2% | -7.2% | 0.0% | -4.9% |
| 6M | -5.1% | +5.5% | -10.6% | -7.7% |
| YTD | +28.9% | +9.5% | +19.4% | +22.8% |
| 1Y | +37.1% | +6.4% | +30.6% | +32.1% |
| 3Y | +341.5% | +59.8% | +281.6% | +257.5% |
| 5Y | +245.7% | +98.0% | +147.7% | +152.1% |
| 10Y | +1,502.2% | +177.4% | +1,324.9% | +1,025.8% |
| All | +1,502.2% | +185.2% | +1,317.1% | +1,025.8% |
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