+13,957.4%
TSM vs GFI
+1,289.9%
+12,667.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +6.0% | +5.7% | +0.4% | +5.5% |
| 30D | +4.5% | +15.6% | -11.1% | +3.2% |
| 3M | +3.1% | +31.5% | -28.4% | +0.6% |
| 6M | +30.2% | -3.7% | +33.9% | +30.0% |
| YTD | +45.2% | +11.2% | +34.0% | +43.0% |
| 1Y | +79.6% | +36.4% | +43.2% | +73.6% |
| 3Y | +411.0% | +313.5% | +97.5% | +346.6% |
| 5Y | +290.7% | +528.0% | -237.3% | +224.1% |
| 10Y | +1,753.6% | +1,021.4% | +732.2% | +1,300.7% |
| All | +13,957.4% | +1,289.9% | +12,667.5% | +10,130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling