+7,020.5%
TSM vs GNRC
+2,120.5%
+4,899.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +2.0% |
| 7D | +6.0% | +4.8% | +1.2% | +4.7% |
| 30D | +4.5% | -10.4% | +14.9% | +7.4% |
| 3M | +3.1% | -28.5% | +31.6% | +12.2% |
| 6M | +30.2% | -6.8% | +37.0% | +31.8% |
| YTD | +45.2% | +39.5% | +5.7% | +32.1% |
| 1Y | +79.6% | +3.4% | +76.2% | +74.6% |
| 3Y | +411.0% | +65.1% | +345.8% | +330.7% |
| 5Y | +290.7% | -57.1% | +347.8% | +326.5% |
| 10Y | +1,753.6% | +432.5% | +1,321.1% | +1,022.2% |
| All | +7,020.5% | +2,120.5% | +4,899.9% | +2,989.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling