+1,410.4%
TSM vs GS
+494.8%
+915.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.5% |
| 7D | -7.6% | -3.2% | -4.3% | -5.9% |
| 30D | -20.5% | -2.4% | -18.1% | -19.3% |
| 3M | -10.0% | -15.7% | +5.8% | -2.0% |
| 6M | -10.1% | -6.8% | -3.3% | -7.1% |
| YTD | +24.5% | -0.1% | +24.6% | +24.0% |
| 1Y | +31.2% | +12.1% | +19.1% | +23.5% |
| 3Y | +322.0% | +185.8% | +136.2% | +152.5% |
| 5Y | +245.3% | +140.1% | +105.2% | +120.3% |
| All | +1,410.4% | +494.8% | +915.6% | +727.1% |
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