+69.2%
TSM vs GM
+50.1%
+19.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +1.0% | -2.4% | +3.4% | +1.7% |
| 30D | +1.0% | -1.1% | +2.1% | +1.2% |
| 3M | +2.9% | +6.1% | -3.2% | +0.4% |
| 6M | +22.8% | +15.0% | +7.9% | +17.7% |
| YTD | +43.3% | +6.0% | +37.3% | +37.8% |
| 1Y | +69.2% | +47.1% | +22.1% | +66.1% |
| All | +69.2% | +50.1% | +19.1% | +66.1% |
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 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