+42.8%
TSM vs GWW
+59.1%
-16.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +6.2% | +3.6% | +2.7% | +5.1% |
| 30D | -7.3% | +12.1% | -19.4% | -10.3% |
| 3M | -7.1% | +12.9% | -20.0% | -10.4% |
| 6M | +0.2% | +19.3% | -19.1% | -5.5% |
| YTD | +32.2% | +48.7% | -16.5% | +18.9% |
| 1Y | +42.8% | +60.5% | -17.7% | +28.9% |
| All | +42.8% | +59.1% | -16.3% | +28.9% |
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