+36.0%
TSM vs GNRC
+17.5%
+18.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.5% | +7.3% | +1.1% |
| 7D | -10.0% | -6.0% | -4.0% | -8.2% |
| 30D | -18.5% | -12.0% | -6.5% | -15.2% |
| 3M | -4.9% | -13.4% | +8.5% | -0.8% |
| 6M | -1.0% | -26.4% | +25.4% | +10.0% |
| YTD | +31.3% | +38.8% | -7.6% | +21.7% |
| 1Y | +36.0% | +20.9% | +15.1% | +31.2% |
| All | +36.0% | +17.5% | +18.5% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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