+299.4%
TSM vs GFS
-3.7%
+303.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.3% | +2.3% |
| 7D | +2.7% | +1.0% | +1.7% | +2.4% |
| 30D | +3.6% | -8.6% | +12.2% | +6.5% |
| 3M | -3.4% | -46.5% | +43.2% | +19.0% |
| 6M | +20.6% | -4.8% | +25.4% | +19.3% |
| YTD | +41.9% | +29.7% | +12.2% | +24.2% |
| 1Y | +84.4% | +35.8% | +48.5% | +57.8% |
| 3Y | +380.2% | -18.3% | +398.6% | +371.1% |
| All | +299.4% | -3.7% | +303.1% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling