+1,026.1%
TSM vs GH
+458.1%
+568.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +14.8% | +0.9% | +13.9% | +14.6% |
| 30D | -8.9% | -4.5% | -4.4% | -8.2% |
| 3M | -5.3% | -6.2% | +0.9% | -4.4% |
| 6M | +2.6% | +55.0% | -52.4% | -4.9% |
| YTD | +34.5% | +51.6% | -17.1% | +24.3% |
| 1Y | +41.0% | +58.3% | -17.3% | +29.3% |
| 3Y | +333.1% | +617.6% | -284.5% | +196.4% |
| 5Y | +270.1% | +49.2% | +220.9% | +200.8% |
| All | +1,026.1% | +458.1% | +568.0% | +650.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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