+13,634.3%
TSM vs GPC
+981.7%
+12,652.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.3% |
| 7D | +2.7% | +1.2% | +1.5% | +2.1% |
| 30D | +3.6% | +6.0% | -2.4% | +0.3% |
| 3M | -3.4% | +42.6% | -46.0% | -22.1% |
| 6M | +20.6% | +22.8% | -2.1% | +5.2% |
| YTD | +41.9% | +15.5% | +26.4% | +26.4% |
| 1Y | +84.4% | +2.0% | +82.3% | +75.2% |
| 3Y | +380.2% | -1.4% | +381.7% | +334.5% |
| 5Y | +275.3% | +30.6% | +244.7% | +178.6% |
| 10Y | +1,751.4% | +80.6% | +1,670.8% | +900.7% |
| All | +13,634.3% | +981.7% | +12,652.6% | +1,549.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling