+277.6%
TSM vs GFI
+515.1%
-237.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.4% |
| 7D | +2.6% | -5.1% | +7.8% | +3.2% |
| 30D | +1.4% | +13.4% | -12.0% | 0.0% |
| 3M | +5.0% | +36.2% | -31.3% | +1.1% |
| 6M | +24.0% | -9.8% | +33.8% | +24.0% |
| YTD | +41.6% | +7.7% | +33.9% | +39.5% |
| 1Y | +66.2% | +27.2% | +39.0% | +61.3% |
| 3Y | +398.2% | +300.3% | +97.9% | +337.8% |
| 5Y | +277.6% | +539.8% | -262.2% | +212.8% |
| All | +277.6% | +515.1% | -237.5% | +212.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling