+12,702.2%
TSM vs HIG
+481.7%
+12,220.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +6.2% | +2.6% | +3.6% | +5.7% |
| 30D | -7.3% | +4.2% | -11.5% | -8.1% |
| 3M | -7.1% | +0.2% | -7.3% | -7.4% |
| 6M | +0.2% | +4.6% | -4.4% | -1.3% |
| YTD | +32.2% | +1.1% | +31.1% | +30.8% |
| 1Y | +42.8% | +4.7% | +38.1% | +40.2% |
| 3Y | +330.4% | +95.5% | +234.9% | +270.6% |
| 5Y | +263.9% | +111.7% | +152.3% | +207.5% |
| 10Y | +1,580.2% | +263.4% | +1,316.8% | +1,130.2% |
| All | +12,702.2% | +481.7% | +12,220.5% | +4,537.4% |
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