+1,641.8%
TSM vs HIG
+268.2%
+1,373.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | +4.4% | -0.7% | +5.1% | +4.6% |
| 30D | -7.0% | +5.4% | -12.3% | -8.1% |
| 3M | -1.8% | -0.9% | -0.9% | -1.9% |
| 6M | +2.7% | +4.8% | -2.1% | +0.8% |
| YTD | +37.1% | +0.9% | +36.2% | +35.5% |
| 1Y | +43.5% | +6.5% | +37.0% | +39.8% |
| 3Y | +341.5% | +95.7% | +245.8% | +260.5% |
| 5Y | +278.9% | +107.1% | +171.8% | +202.1% |
| 10Y | +1,641.8% | +262.6% | +1,379.2% | +1,199.4% |
| All | +1,641.8% | +268.2% | +1,373.6% | +1,199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling