+245.7%
TSM vs GH
+43.1%
+202.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +2.7% |
| 7D | -2.5% | -7.0% | +4.5% | -1.3% |
| 30D | -14.3% | -5.2% | -9.1% | -13.4% |
| 3M | -7.2% | -5.8% | -1.5% | -6.5% |
| 6M | -5.1% | +65.9% | -71.1% | -13.2% |
| YTD | +28.9% | +55.5% | -26.6% | +18.4% |
| 1Y | +37.1% | +64.2% | -27.1% | +24.7% |
| 3Y | +341.5% | +606.0% | -264.6% | +198.0% |
| 5Y | +245.7% | +47.3% | +198.4% | +169.9% |
| All | +245.7% | +43.1% | +202.6% | +169.9% |
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