+308.8%
TSM vs GFS
-3.9%
+312.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +6.0% | +2.6% | +3.4% | +5.1% |
| 30D | +4.5% | -16.4% | +20.9% | +10.9% |
| 3M | +3.1% | -41.6% | +44.7% | +23.3% |
| 6M | +30.2% | -3.7% | +33.9% | +28.2% |
| YTD | +45.2% | +29.3% | +15.9% | +27.2% |
| 1Y | +79.6% | +37.1% | +42.4% | +53.2% |
| 3Y | +411.0% | -22.1% | +433.1% | +409.4% |
| All | +308.8% | -3.9% | +312.8% | +290.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling