+226.1%
TSM vs GEV
+735.9%
-509.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | -0.4% |
| 7D | +1.0% | +1.6% | -0.6% | +0.2% |
| 30D | +1.0% | -7.9% | +8.9% | +4.6% |
| 3M | +2.9% | +5.6% | -2.7% | 0.0% |
| 6M | +22.8% | +13.1% | +9.8% | +15.2% |
| YTD | +43.3% | +46.7% | -3.4% | +19.9% |
| 1Y | +69.2% | +51.3% | +17.9% | +37.7% |
| All | +226.1% | +735.9% | -509.8% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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