+11,954.4%
TSM vs GPC
+862.0%
+11,092.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +7.0% |
| 7D | -7.6% | +1.6% | -9.1% | -8.4% |
| 30D | -20.5% | -2.1% | -18.4% | -20.1% |
| 3M | -10.0% | -6.8% | -3.2% | -7.4% |
| 6M | -10.1% | +18.6% | -28.6% | -20.5% |
| YTD | +24.5% | +2.7% | +21.8% | +17.3% |
| 1Y | +31.2% | +1.8% | +29.4% | +23.8% |
| 3Y | +322.0% | +1.1% | +320.9% | +273.9% |
| 5Y | +245.3% | +4.1% | +241.2% | +191.0% |
| 10Y | +1,465.8% | +88.2% | +1,377.6% | +697.8% |
| All | +11,954.4% | +862.0% | +11,092.4% | +1,430.5% |
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 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