+1,641.8%
TSM vs GS
+474.9%
+1,166.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.4% | +3.3% |
| 7D | +4.4% | -0.1% | +4.6% | +4.8% |
| 30D | -7.0% | +3.7% | -10.7% | -8.5% |
| 3M | -1.8% | -10.0% | +8.2% | +3.5% |
| 6M | +2.7% | -1.0% | +3.7% | +3.0% |
| YTD | +37.1% | +7.0% | +30.1% | +31.9% |
| 1Y | +43.5% | +16.6% | +26.8% | +32.2% |
| 3Y | +341.5% | +204.4% | +137.1% | +153.6% |
| 5Y | +278.9% | +160.0% | +118.8% | +130.7% |
| 10Y | +1,641.8% | +458.9% | +1,182.9% | +717.3% |
| All | +1,641.8% | +474.9% | +1,166.9% | +717.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling