+224.7%
TSM vs GS
+138.4%
+86.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -6.4% | -4.4% | -6.9% |
| 7D | -18.2% | -6.3% | -11.9% | -14.8% |
| 30D | -26.8% | -3.1% | -23.6% | -25.2% |
| 3M | -14.5% | -17.7% | +3.2% | -4.1% |
| 6M | -10.0% | -4.6% | -5.5% | -7.9% |
| YTD | +17.1% | +0.3% | +16.8% | +15.8% |
| 1Y | +21.5% | +11.7% | +9.8% | +12.6% |
| 3Y | +300.4% | +183.6% | +116.8% | +110.1% |
| 5Y | +224.7% | +141.0% | +83.8% | +80.0% |
| All | +224.7% | +138.4% | +86.3% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling