+278.6%
TSM vs GFS
-9.0%
+287.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +14.8% | +17.2% | -2.4% | +8.6% |
| 30D | -8.9% | -8.7% | -0.2% | -6.0% |
| 3M | -5.3% | -19.7% | +14.4% | +1.7% |
| 6M | +2.6% | -40.7% | +43.3% | +20.4% |
| YTD | +34.5% | +22.5% | +11.9% | +19.6% |
| 1Y | +41.0% | +25.2% | +15.8% | +24.3% |
| 3Y | +333.1% | -17.7% | +350.8% | +323.1% |
| 5Y | +270.1% | -23.5% | +293.6% | +261.5% |
| All | +278.6% | -9.0% | +287.6% | +266.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling