-10.1%
TSM vs GPC
+18.2%
-28.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.1% |
| 7D | -7.6% | +1.6% | -9.1% | -7.2% |
| 30D | -20.5% | -2.1% | -18.4% | -20.7% |
| 3M | -10.0% | -6.8% | -3.2% | -10.8% |
| 6M | -10.1% | +18.6% | -28.6% | -13.6% |
| All | -10.1% | +18.2% | -28.2% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling