+236.4%
TSM vs GLD
+118.6%
+117.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.6% |
| 7D | -7.6% | +4.7% | -12.3% | -9.0% |
| 30D | -20.5% | -0.9% | -19.6% | -20.3% |
| 3M | -10.0% | -4.4% | -5.6% | -8.8% |
| 6M | -10.1% | -13.6% | +3.5% | -6.2% |
| YTD | +24.5% | -6.0% | +30.5% | +26.5% |
| 1Y | +31.2% | +1.8% | +29.4% | +30.3% |
| 3Y | +322.0% | +103.2% | +218.8% | +235.4% |
| All | +236.4% | +118.6% | +117.8% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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