+41.0%
TSM vs HIG
+6.4%
+34.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -2.0% |
| 7D | +14.8% | -0.1% | +15.0% | +14.8% |
| 30D | -8.9% | +4.4% | -13.3% | -6.2% |
| 3M | -5.3% | 0.0% | -5.3% | -4.9% |
| 6M | +2.6% | +3.8% | -1.2% | +5.9% |
| YTD | +34.5% | +0.7% | +33.8% | +38.3% |
| 1Y | +41.0% | +5.0% | +36.0% | +48.0% |
| All | +41.0% | +6.4% | +34.6% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling