+36.0%
TSM vs GWW
+55.5%
-19.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.8% | -4.0% |
| 7D | -10.0% | +11.1% | -21.0% | -12.7% |
| 30D | -18.5% | +15.7% | -34.3% | -22.1% |
| 3M | -4.9% | +14.8% | -19.6% | -9.0% |
| 6M | -1.0% | +30.9% | -31.9% | -10.0% |
| YTD | +31.3% | +48.5% | -17.2% | +16.5% |
| 1Y | +36.0% | +57.1% | -21.1% | +20.4% |
| All | +36.0% | +55.5% | -19.5% | +20.4% |
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