+13,634.3%
TSM vs GD
+2,866.0%
+10,768.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.6% | +3.6% |
| 7D | +2.7% | -5.3% | +8.0% | +5.1% |
| 30D | +3.6% | -6.4% | +10.0% | +6.5% |
| 3M | -3.4% | +5.7% | -9.1% | -6.4% |
| 6M | +20.6% | -0.9% | +21.6% | +19.8% |
| YTD | +41.9% | +8.2% | +33.7% | +35.0% |
| 1Y | +84.4% | +13.4% | +70.9% | +71.6% |
| 3Y | +380.2% | +68.5% | +311.7% | +267.7% |
| 5Y | +275.3% | +97.2% | +178.2% | +163.7% |
| 10Y | +1,751.4% | +190.2% | +1,561.2% | +939.3% |
| All | +13,634.3% | +2,866.0% | +10,768.4% | +2,615.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling