+290.7%
TSM vs GH
+22.3%
+268.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +6.0% | -2.1% | +8.1% | +6.4% |
| 30D | +4.5% | -4.5% | +9.0% | +5.2% |
| 3M | +3.1% | +28.9% | -25.8% | -1.5% |
| 6M | +30.2% | +76.5% | -46.3% | +17.8% |
| YTD | +45.2% | +57.6% | -12.4% | +33.3% |
| 1Y | +79.6% | +167.5% | -88.0% | +50.0% |
| 3Y | +411.0% | +377.4% | +33.6% | +270.4% |
| 5Y | +290.7% | +23.8% | +266.9% | +205.7% |
| All | +290.7% | +22.3% | +268.4% | +205.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling