+84.4%
TSM vs GWW
+31.2%
+53.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +2.7% | +1.4% | +1.3% | +2.3% |
| 30D | +3.6% | +3.3% | +0.3% | +2.5% |
| 3M | -3.4% | +2.9% | -6.3% | -4.4% |
| 6M | +20.6% | +15.8% | +4.8% | +14.1% |
| YTD | +41.9% | +32.0% | +9.8% | +34.5% |
| 1Y | +84.4% | +29.9% | +54.5% | +75.3% |
| All | +84.4% | +31.2% | +53.2% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling