+419.1%
TSM vs GGLL
+195.8%
+223.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.9% |
| 7D | -2.5% | +6.3% | -8.9% | -4.0% |
| 30D | -14.3% | -35.1% | +20.8% | -5.2% |
| 3M | -7.2% | -37.7% | +30.4% | +3.1% |
| 6M | -5.1% | -54.1% | +49.0% | +12.7% |
| YTD | +28.9% | -29.4% | +58.3% | +33.0% |
| 1Y | +37.1% | -13.4% | +50.5% | +32.4% |
| 3Y | +341.5% | +158.3% | +183.1% | +185.2% |
| All | +419.1% | +195.8% | +223.3% | +205.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling