+36.0%
TSM vs GGLL
-11.6%
+47.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.8% | -3.3% |
| 7D | -10.0% | -23.1% | +13.2% | -6.5% |
| 30D | -18.5% | -32.9% | +14.4% | -13.3% |
| 3M | -4.9% | -44.9% | +40.0% | +4.8% |
| 6M | -1.0% | -49.5% | +48.6% | +10.6% |
| YTD | +31.3% | -28.9% | +60.2% | +29.1% |
| 1Y | +36.0% | -12.2% | +48.2% | +26.8% |
| All | +36.0% | -11.6% | +47.6% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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