+298.6%
TSM vs GFS
-2.1%
+300.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.6% | +3.2% | -0.6% | +1.5% |
| 30D | +1.4% | -9.6% | +11.0% | +4.8% |
| 3M | +5.0% | -38.5% | +43.4% | +23.3% |
| 6M | +24.0% | -1.3% | +25.3% | +21.0% |
| YTD | +41.6% | +31.8% | +9.8% | +23.2% |
| 1Y | +66.2% | +44.6% | +21.6% | +39.2% |
| 3Y | +398.2% | -20.6% | +418.8% | +393.3% |
| All | +298.6% | -2.1% | +300.7% | +278.0% |
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