+1,087.9%
TSM vs GH
+481.7%
+606.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +3.6% | -1.1% | +4.7% | +3.7% |
| 3M | -3.4% | +21.3% | -24.7% | -6.7% |
| 6M | +20.6% | +73.5% | -52.9% | +9.7% |
| YTD | +41.9% | +58.0% | -16.2% | +30.4% |
| 1Y | +84.4% | +163.1% | -78.7% | +55.1% |
| 3Y | +380.2% | +361.0% | +19.2% | +251.9% |
| 5Y | +275.3% | +22.5% | +252.8% | +213.1% |
| All | +1,087.9% | +481.7% | +606.3% | +687.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling