+8,298.5%
TSM vs GPN
+2,520.1%
+5,778.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.7% | +3.6% |
| 7D | +6.0% | -0.7% | +6.7% | +6.2% |
| 30D | +4.5% | +3.8% | +0.7% | +2.8% |
| 3M | +3.1% | +39.2% | -36.1% | -10.3% |
| 6M | +30.2% | +17.9% | +12.3% | +20.0% |
| YTD | +45.2% | +16.4% | +28.9% | +32.8% |
| 1Y | +79.6% | +3.6% | +75.9% | +70.7% |
| 3Y | +411.0% | -26.7% | +437.7% | +434.1% |
| 5Y | +290.7% | -44.8% | +335.5% | +342.1% |
| 10Y | +1,753.6% | +24.1% | +1,729.4% | +1,317.1% |
| All | +8,298.5% | +2,520.1% | +5,778.4% | +1,656.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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