+13,634.3%
TSM vs HIG
+485.4%
+13,148.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.1% |
| 7D | +2.7% | +0.3% | +2.4% | +2.7% |
| 30D | +3.6% | -3.2% | +6.8% | +4.2% |
| 3M | -3.4% | +9.1% | -12.5% | -5.4% |
| 6M | +20.6% | -1.8% | +22.4% | +20.4% |
| YTD | +41.9% | +1.8% | +40.1% | +40.5% |
| 1Y | +84.4% | +4.6% | +79.8% | +81.3% |
| 3Y | +380.2% | +101.6% | +278.6% | +311.8% |
| 5Y | +275.3% | +124.5% | +150.8% | +214.0% |
| 10Y | +1,751.4% | +317.8% | +1,433.6% | +1,223.2% |
| All | +13,634.3% | +485.4% | +13,148.9% | +4,880.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling