+278.9%
TSM vs GWW
+224.6%
+54.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +3.9% |
| 7D | +4.4% | 0.0% | +4.5% | +4.6% |
| 30D | -7.0% | +14.0% | -20.9% | -11.6% |
| 3M | -1.8% | +14.4% | -16.2% | -6.9% |
| 6M | +2.7% | +21.7% | -19.0% | -5.2% |
| YTD | +37.1% | +48.4% | -11.4% | +16.6% |
| 1Y | +43.5% | +58.4% | -14.9% | +18.8% |
| 3Y | +341.5% | +92.3% | +249.2% | +235.1% |
| 5Y | +278.9% | +221.8% | +57.1% | +134.7% |
| All | +278.9% | +224.6% | +54.3% | +134.7% |
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