+12,377.6%
TSM vs GEN
+2,860.7%
+9,516.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | -14.3% | +28.2% | -42.4% | -21.0% |
| 3M | -7.2% | +2.6% | -9.8% | -9.6% |
| 6M | -5.1% | +32.7% | -37.8% | -15.2% |
| YTD | +28.9% | +11.3% | +17.6% | +20.3% |
| 1Y | +37.1% | +17.9% | +19.1% | +25.5% |
| 3Y | +341.5% | +66.3% | +275.1% | +259.6% |
| 5Y | +245.7% | +31.7% | +214.0% | +194.2% |
| 10Y | +1,502.2% | +150.0% | +1,352.2% | +922.5% |
| All | +12,377.6% | +2,860.7% | +9,516.9% | +3,035.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling