+265.7%
TSM vs GEN
+33.3%
+232.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.1% |
| 7D | +6.2% | +2.0% | +4.2% | +5.8% |
| 30D | -7.3% | +27.7% | -35.0% | -11.8% |
| 3M | -7.1% | +3.3% | -10.4% | -8.2% |
| 6M | +0.2% | +31.8% | -31.6% | -7.3% |
| YTD | +32.2% | +13.5% | +18.7% | +26.9% |
| 1Y | +42.8% | +16.0% | +26.7% | +35.9% |
| 3Y | +330.4% | +70.6% | +259.8% | +264.9% |
| All | +265.7% | +33.3% | +232.4% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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