+1,729.4%
TSM vs GS
+657.0%
+1,072.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +2.7% | +0.9% | +1.8% | +2.2% |
| 30D | +3.6% | -1.6% | +5.2% | +4.3% |
| 3M | -3.4% | -4.5% | +1.1% | -1.4% |
| 6M | +20.6% | +20.9% | -0.3% | +9.5% |
| YTD | +41.9% | +19.9% | +22.0% | +28.9% |
| 1Y | +84.4% | +41.4% | +43.0% | +54.4% |
| 3Y | +380.2% | +239.2% | +141.1% | +162.5% |
| 5Y | +275.3% | +185.0% | +90.3% | +118.7% |
| All | +1,729.4% | +657.0% | +1,072.4% | +609.4% |
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