+411.0%
TSM vs HIG
+99.1%
+311.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.3% | +2.1% |
| 7D | +6.0% | -1.1% | +7.1% | +5.9% |
| 30D | +4.5% | -4.9% | +9.4% | +4.0% |
| 3M | +3.1% | +6.8% | -3.7% | +3.6% |
| 6M | +30.2% | -1.7% | +31.9% | +30.6% |
| YTD | +45.2% | -0.2% | +45.4% | +45.7% |
| 1Y | +79.6% | +5.7% | +73.9% | +80.1% |
| 3Y | +411.0% | +100.3% | +310.7% | +390.1% |
| All | +411.0% | +99.1% | +311.9% | +390.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling