+1,779.8%
TSM vs GWW
+570.2%
+1,209.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +1.0% | -3.4% | +4.4% | +2.2% |
| 30D | +1.0% | -1.9% | +2.9% | +1.5% |
| 3M | +2.9% | -2.4% | +5.3% | +3.5% |
| 6M | +22.8% | +15.7% | +7.1% | +16.6% |
| YTD | +43.3% | +27.6% | +15.7% | +31.3% |
| 1Y | +69.2% | +27.2% | +42.0% | +54.8% |
| 3Y | +404.5% | +89.7% | +314.8% | +301.9% |
| 5Y | +282.2% | +223.9% | +58.3% | +152.1% |
| All | +1,779.8% | +570.2% | +1,209.6% | +1,005.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling