+1,502.2%
TSM vs GPC
+93.7%
+1,408.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.8% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | -14.3% | -1.1% | -13.2% | -14.2% |
| 3M | -7.2% | -6.6% | -0.6% | -5.7% |
| 6M | -5.1% | +22.2% | -27.4% | -12.3% |
| YTD | +28.9% | +5.1% | +23.8% | +24.0% |
| 1Y | +37.1% | +2.8% | +34.3% | +32.6% |
| 3Y | +341.5% | +2.4% | +339.1% | +311.7% |
| 5Y | +245.7% | +7.8% | +237.9% | +211.0% |
| 10Y | +1,502.2% | +87.2% | +1,415.0% | +1,116.9% |
| All | +1,502.2% | +93.7% | +1,408.5% | +1,116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling