+290.3%
TSM vs GTLB
-49.8%
+340.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +14.8% | -3.5% | +18.3% | +15.4% |
| 30D | -8.9% | -9.0% | +0.1% | -7.6% |
| 3M | -5.3% | +15.9% | -21.1% | -7.7% |
| 6M | +2.6% | +104.9% | -102.3% | -9.3% |
| YTD | +34.5% | +26.0% | +8.5% | +27.0% |
| 1Y | +41.0% | +1.8% | +39.2% | +37.7% |
| 3Y | +333.1% | +6.0% | +327.1% | +308.9% |
| 5Y | +270.1% | -62.2% | +332.3% | +242.6% |
| All | +290.3% | -49.8% | +340.1% | +255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling