+288.2%
TSM vs GWW
+223.7%
+64.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.0% | +3.4% |
| 7D | +6.0% | -1.5% | +7.6% | +6.6% |
| 30D | +4.5% | +1.1% | +3.4% | +3.9% |
| 3M | +3.1% | -1.0% | +4.1% | +3.2% |
| 6M | +30.2% | +16.3% | +13.9% | +22.4% |
| YTD | +45.2% | +28.5% | +16.7% | +31.1% |
| 1Y | +79.6% | +30.3% | +49.3% | +60.9% |
| 3Y | +411.0% | +91.6% | +319.4% | +294.5% |
| All | +288.2% | +223.7% | +64.5% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling