+84.4%
TSM vs GFS
+37.2%
+47.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.3% | +2.4% |
| 7D | +2.7% | +1.0% | +1.7% | +2.4% |
| 30D | +3.6% | -8.6% | +12.2% | +6.2% |
| 3M | -3.4% | -46.5% | +43.2% | +15.3% |
| 6M | +20.6% | -4.8% | +25.4% | +20.4% |
| YTD | +41.9% | +29.7% | +12.2% | +28.2% |
| 1Y | +84.4% | +35.8% | +48.5% | +70.2% |
| All | +84.4% | +37.2% | +47.2% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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