+2.7%
TSM vs GWW
+20.5%
-17.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +4.0% |
| 7D | +4.4% | 0.0% | +4.5% | +4.5% |
| 30D | -7.0% | +14.0% | -20.9% | -9.6% |
| 3M | -1.8% | +14.4% | -16.2% | -4.9% |
| 6M | +2.7% | +21.7% | -19.0% | -7.5% |
| All | +2.7% | +20.5% | -17.8% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling