+277.6%
TSM vs GNRC
-60.2%
+337.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.0% |
| 7D | +2.6% | -0.7% | +3.4% | +2.9% |
| 30D | +1.4% | -15.8% | +17.3% | +6.1% |
| 3M | +5.0% | -24.0% | +29.0% | +12.9% |
| 6M | +24.0% | -13.8% | +37.7% | +28.4% |
| YTD | +41.6% | +33.2% | +8.4% | +31.1% |
| 1Y | +66.2% | -1.8% | +68.0% | +64.5% |
| 3Y | +398.2% | +57.7% | +340.5% | +327.6% |
| 5Y | +277.6% | -59.7% | +337.4% | +304.3% |
| All | +277.6% | -60.2% | +337.8% | +304.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling