+13,171.6%
TSM vs GWW
+5,220.7%
+7,950.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +3.8% |
| 7D | +4.4% | 0.0% | +4.5% | +4.6% |
| 30D | -7.0% | +14.0% | -20.9% | -13.0% |
| 3M | -1.8% | +14.4% | -16.2% | -8.6% |
| 6M | +2.7% | +21.7% | -19.0% | -7.5% |
| YTD | +37.1% | +48.4% | -11.4% | +11.3% |
| 1Y | +43.5% | +58.4% | -14.9% | +12.4% |
| 3Y | +341.5% | +92.3% | +249.2% | +209.0% |
| 5Y | +278.9% | +221.8% | +57.1% | +97.7% |
| 10Y | +1,641.8% | +657.6% | +984.2% | +414.9% |
| All | +13,171.6% | +5,220.7% | +7,950.9% | +721.0% |
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