+1,831.4%
TSM vs GE
+153.3%
+1,678.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | +6.0% | +1.2% | +4.9% | +5.7% |
| 30D | +4.5% | -9.5% | +14.0% | +7.6% |
| 3M | +3.1% | +4.1% | -1.0% | +1.5% |
| 6M | +30.2% | +3.9% | +26.3% | +27.9% |
| YTD | +45.2% | +9.0% | +36.2% | +40.4% |
| 1Y | +79.6% | +21.9% | +57.6% | +67.8% |
| 3Y | +411.0% | +281.8% | +129.2% | +246.7% |
| 5Y | +290.7% | +436.7% | -146.0% | +139.0% |
| All | +1,831.4% | +153.3% | +1,678.1% | +984.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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