+337.7%
TSM vs GPC
-0.2%
+337.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +14.8% | -1.3% | +16.1% | +14.9% |
| 30D | -8.9% | -6.0% | -2.9% | -8.5% |
| 3M | -5.3% | -7.6% | +2.4% | -4.7% |
| 6M | +2.6% | +24.2% | -21.6% | -1.5% |
| YTD | +34.5% | +2.7% | +31.8% | +32.0% |
| 1Y | +41.0% | +0.2% | +40.8% | +38.8% |
| All | +337.7% | -0.2% | +337.9% | +306.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling