+321.4%
TSM vs GTLB
-50.0%
+371.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.7% | +3.2% |
| 7D | +6.0% | +4.6% | +1.5% | +5.2% |
| 30D | +4.5% | +21.0% | -16.5% | +1.2% |
| 3M | +3.1% | +51.7% | -48.6% | -4.0% |
| 6M | +30.2% | +89.3% | -59.1% | +15.9% |
| YTD | +45.2% | +25.6% | +19.6% | +37.3% |
| 1Y | +79.6% | -1.5% | +81.1% | +76.0% |
| 3Y | +411.0% | -9.9% | +420.9% | +393.5% |
| All | +321.4% | -50.0% | +371.3% | +284.6% |
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