+42.8%
TSM vs HIG
+5.3%
+37.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.4% |
| 7D | +6.2% | +2.6% | +3.6% | +7.9% |
| 30D | -7.3% | +4.2% | -11.5% | -4.7% |
| 3M | -7.1% | +0.2% | -7.3% | -6.6% |
| 6M | +0.2% | +4.6% | -4.4% | +3.8% |
| YTD | +32.2% | +1.1% | +31.1% | +36.5% |
| 1Y | +42.8% | +4.7% | +38.1% | +49.6% |
| All | +42.8% | +5.3% | +37.5% | +49.6% |
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