+1,643.1%
TSM vs GM
+205.9%
+1,437.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +6.2% | -0.2% | +6.4% | +6.3% |
| 30D | -7.3% | +3.6% | -10.8% | -8.7% |
| 3M | -7.1% | -0.2% | -6.9% | -7.8% |
| 6M | +0.2% | +13.9% | -13.7% | -4.9% |
| YTD | +32.2% | +6.5% | +25.8% | +27.7% |
| 1Y | +42.8% | +20.7% | +22.1% | +32.3% |
| 3Y | +330.4% | +229.5% | +100.9% | +172.2% |
| 5Y | +263.9% | +41.5% | +222.4% | +197.3% |
| All | +1,643.1% | +205.9% | +1,437.2% | +1,028.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling