+265.7%
TSM vs GPC
+4.3%
+261.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +6.2% | +0.4% | +5.8% | +6.1% |
| 30D | -7.3% | -6.3% | -1.0% | -6.2% |
| 3M | -7.1% | -8.2% | +1.0% | -5.8% |
| 6M | +0.2% | +27.1% | -26.9% | -6.8% |
| YTD | +32.2% | +3.1% | +29.1% | +28.6% |
| 1Y | +42.8% | +0.1% | +42.7% | +39.8% |
| 3Y | +330.4% | +0.2% | +330.2% | +302.3% |
| All | +265.7% | +4.3% | +261.3% | +213.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling