+36.0%
TSM vs GM
+37.1%
-1.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.6% | -6.9% | -3.4% |
| 7D | -10.0% | +12.1% | -22.0% | -12.9% |
| 30D | -18.5% | +15.2% | -33.7% | -22.1% |
| 3M | -4.9% | +4.9% | -9.8% | -6.3% |
| 6M | -1.0% | +22.6% | -23.6% | -9.0% |
| YTD | +31.3% | +14.4% | +16.8% | +20.5% |
| 1Y | +36.0% | +39.4% | -3.4% | +21.4% |
| All | +36.0% | +37.1% | -1.1% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling