+201.0%
TSM vs GEV
+601.7%
-400.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.8% |
| 7D | +6.2% | +3.7% | +2.5% | +4.3% |
| 30D | -7.3% | -14.7% | +7.4% | -0.8% |
| 3M | -7.1% | -23.4% | +16.3% | +3.8% |
| 6M | +0.2% | -24.3% | +24.6% | +12.1% |
| YTD | +32.2% | +23.2% | +9.1% | +18.8% |
| 1Y | +42.8% | +44.2% | -1.4% | +18.2% |
| All | +201.0% | +601.7% | -400.8% | +29.6% |
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