+224.7%
TSM vs GD
+97.4%
+127.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.3% | -8.4% | -10.2% |
| 7D | -18.2% | -3.9% | -14.3% | -17.4% |
| 30D | -26.8% | +8.1% | -34.9% | -28.2% |
| 3M | -14.5% | -6.8% | -7.7% | -13.0% |
| 6M | -10.0% | +3.0% | -13.0% | -11.3% |
| YTD | +17.1% | +7.8% | +9.3% | +13.3% |
| 1Y | +21.5% | +5.8% | +15.7% | +18.3% |
| 3Y | +300.4% | +55.3% | +245.1% | +237.9% |
| 5Y | +224.7% | +96.7% | +128.0% | +143.7% |
| All | +224.7% | +97.4% | +127.3% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling