+12,629.9%
TSM vs HIG
+483.0%
+12,146.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.6% |
| 7D | -2.1% | +2.1% | -4.2% | -2.5% |
| 30D | -12.5% | +6.7% | -19.3% | -13.7% |
| 3M | -5.0% | -1.9% | -3.1% | -4.9% |
| 6M | -3.2% | +5.3% | -8.5% | -4.8% |
| YTD | +31.5% | +1.3% | +30.1% | +30.0% |
| 1Y | +35.7% | +7.2% | +28.5% | +32.6% |
| 3Y | +323.5% | +96.6% | +226.9% | +264.2% |
| 5Y | +263.4% | +110.0% | +153.4% | +207.4% |
| 10Y | +1,598.5% | +268.4% | +1,330.1% | +1,140.6% |
| All | +12,629.9% | +483.0% | +12,146.9% | +4,509.4% |
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