+330.4%
TSM vs GGLL
+166.5%
+163.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.2% |
| 7D | +6.2% | +7.7% | -1.5% | +4.3% |
| 30D | -7.3% | -30.2% | +22.9% | 0.0% |
| 3M | -7.1% | -31.3% | +24.1% | +0.1% |
| 6M | +0.2% | -52.1% | +52.3% | +16.8% |
| YTD | +32.2% | -25.9% | +58.1% | +34.3% |
| 1Y | +42.8% | -8.5% | +51.2% | +36.1% |
| 3Y | +330.4% | +165.5% | +164.9% | +201.8% |
| All | +330.4% | +166.5% | +163.9% | +201.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling