+5,836.6%
TSM vs GM
+238.5%
+5,598.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.6% |
| 7D | +2.7% | +1.9% | +0.8% | +2.1% |
| 30D | +3.6% | -1.4% | +5.0% | +4.0% |
| 3M | -3.4% | +5.9% | -9.3% | -5.4% |
| 6M | +20.6% | +12.4% | +8.2% | +15.7% |
| YTD | +41.9% | +8.6% | +33.2% | +37.1% |
| 1Y | +84.4% | +52.6% | +31.8% | +57.6% |
| 3Y | +380.2% | +169.7% | +210.6% | +226.1% |
| 5Y | +275.3% | +87.5% | +187.8% | +181.1% |
| 10Y | +1,751.4% | +233.0% | +1,518.4% | +944.4% |
| All | +5,836.6% | +238.5% | +5,598.1% | +2,998.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling