+84.4%
TSM vs GFI
+45.3%
+39.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.4% | +3.2% |
| 7D | +2.7% | +3.1% | -0.4% | +1.9% |
| 30D | +3.6% | +27.1% | -23.5% | -2.1% |
| 3M | -3.4% | +21.2% | -24.5% | -8.3% |
| 6M | +20.6% | -4.5% | +25.1% | +19.2% |
| YTD | +41.9% | +11.7% | +30.1% | +36.1% |
| 1Y | +84.4% | +46.0% | +38.3% | +76.5% |
| All | +84.4% | +45.3% | +39.1% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling