+297.8%
TSM vs GTLB
-49.8%
+347.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.8% | +4.0% |
| 7D | +4.4% | -9.6% | +14.1% | +6.1% |
| 30D | -7.0% | -15.5% | +8.5% | -4.6% |
| 3M | -1.8% | +12.4% | -14.2% | -3.9% |
| 6M | +2.7% | +84.6% | -81.9% | -7.8% |
| YTD | +37.1% | +26.1% | +11.0% | +29.4% |
| 1Y | +43.5% | +1.7% | +41.8% | +40.1% |
| 3Y | +341.5% | +6.1% | +335.4% | +316.8% |
| 5Y | +278.9% | -61.1% | +340.0% | +249.9% |
| All | +297.8% | -49.8% | +347.6% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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