+79.6%
TSM vs GPC
-0.1%
+79.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +2.5% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | +4.5% | -0.4% | +4.9% | +4.5% |
| 3M | +3.1% | +39.2% | -36.1% | -2.7% |
| 6M | +30.2% | +18.2% | +12.0% | +25.1% |
| YTD | +45.2% | +12.1% | +33.1% | +41.0% |
| 1Y | +79.6% | -0.7% | +80.2% | +75.5% |
| All | +79.6% | -0.1% | +79.7% | +75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling