+12,702.2%
TSM vs GWW
+5,230.6%
+7,471.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | +6.2% | +3.6% | +2.7% | +4.4% |
| 30D | -7.3% | +12.1% | -19.4% | -12.6% |
| 3M | -7.1% | +12.9% | -20.0% | -13.0% |
| 6M | +0.2% | +19.3% | -19.1% | -8.8% |
| YTD | +32.2% | +48.7% | -16.5% | +7.2% |
| 1Y | +42.8% | +60.5% | -17.7% | +11.1% |
| 3Y | +330.4% | +93.3% | +237.1% | +200.4% |
| 5Y | +263.9% | +219.0% | +45.0% | +90.8% |
| 10Y | +1,580.2% | +659.0% | +921.2% | +396.1% |
| All | +12,702.2% | +5,230.6% | +7,471.6% | +691.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling