+227.7%
TSM vs GEV
+730.5%
-502.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.1% |
| 7D | +4.8% | +3.2% | +1.6% | +3.3% |
| 30D | +4.0% | -4.0% | +8.1% | +5.8% |
| 3M | +2.0% | +3.4% | -1.4% | +0.1% |
| 6M | +25.5% | +14.7% | +10.8% | +17.0% |
| YTD | +44.0% | +45.8% | -1.8% | +20.8% |
| 1Y | +75.4% | +57.4% | +18.1% | +40.3% |
| All | +227.7% | +730.5% | -502.8% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling