+277.6%
TSM vs GM
+84.5%
+193.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.7% |
| 7D | +2.6% | -1.1% | +3.7% | +3.0% |
| 30D | +1.4% | -3.4% | +4.8% | +2.5% |
| 3M | +5.0% | +8.7% | -3.7% | +1.5% |
| 6M | +24.0% | +15.4% | +8.5% | +17.5% |
| YTD | +41.6% | +6.6% | +35.0% | +37.2% |
| 1Y | +66.2% | +51.5% | +14.7% | +41.5% |
| 3Y | +398.2% | +169.3% | +228.9% | +224.2% |
| 5Y | +277.6% | +81.6% | +196.1% | +181.4% |
| All | +277.6% | +84.5% | +193.1% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling