+1,779.8%
TSM vs GFI
+1,066.8%
+712.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | +1.0% | -4.9% | +5.9% | +1.4% |
| 30D | +1.0% | +10.7% | -9.8% | +0.1% |
| 3M | +2.9% | +25.6% | -22.7% | +0.8% |
| 6M | +22.8% | -8.3% | +31.1% | +22.9% |
| YTD | +43.3% | +6.3% | +37.0% | +41.9% |
| 1Y | +69.2% | +22.1% | +47.1% | +65.7% |
| 3Y | +404.5% | +289.2% | +115.3% | +356.0% |
| 5Y | +282.2% | +531.7% | -249.5% | +231.2% |
| All | +1,779.8% | +1,066.8% | +712.9% | +1,639.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling