+263.4%
TSM vs GTLB
-64.3%
+327.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | -2.1% | -10.9% | +8.8% | -0.3% |
| 30D | -12.5% | -15.3% | +2.8% | -10.3% |
| 3M | -5.0% | +14.6% | -19.6% | -7.3% |
| 6M | -3.2% | +79.6% | -82.8% | -12.8% |
| YTD | +31.5% | +24.3% | +7.2% | +24.3% |
| 1Y | +35.7% | +1.0% | +34.7% | +32.6% |
| 3Y | +323.5% | +4.6% | +318.9% | +300.3% |
| 5Y | +263.4% | -63.7% | +327.1% | +228.8% |
| All | +263.4% | -64.3% | +327.7% | +228.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling