+288.2%
TSM vs HIG
+116.2%
+172.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.3% | +2.7% |
| 7D | +6.0% | -1.1% | +7.1% | +6.2% |
| 30D | +4.5% | -4.9% | +9.4% | +5.3% |
| 3M | +3.1% | +6.8% | -3.7% | +1.4% |
| 6M | +30.2% | -1.7% | +31.9% | +30.0% |
| YTD | +45.2% | -0.2% | +45.4% | +44.4% |
| 1Y | +79.6% | +5.7% | +73.9% | +75.5% |
| 3Y | +411.0% | +100.3% | +310.7% | +283.4% |
| All | +288.2% | +116.2% | +172.0% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling