+337.1%
TSM vs USAR
+74.5%
+262.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +6.0% | +2.3% | +3.7% | +5.9% |
| 30D | +4.5% | -8.6% | +13.2% | +4.9% |
| 3M | +3.1% | -20.5% | +23.6% | +3.7% |
| 6M | +30.2% | +1.2% | +29.0% | +30.2% |
| YTD | +45.2% | +48.4% | -3.2% | +44.3% |
| 1Y | +79.6% | +30.6% | +48.9% | +79.6% |
| 3Y | +411.0% | +73.6% | +337.3% | +521.0% |
| All | +337.1% | +74.5% | +262.6% | +450.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling