+312.7%
TSM vs USAR
-18.3%
+331.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | -0.1% | +4.0% |
| 7D | +4.4% | +0.8% | +3.7% | +4.4% |
| 30D | -7.0% | -30.1% | +23.1% | -5.4% |
| 3M | -1.8% | -56.3% | +54.5% | +2.0% |
| 6M | +2.7% | -68.6% | +71.3% | +7.5% |
| YTD | +37.1% | -30.5% | +67.6% | +41.2% |
| 1Y | +43.5% | -53.5% | +97.0% | +48.2% |
| 3Y | +341.5% | -19.3% | +360.8% | +449.1% |
| All | +312.7% | -18.3% | +331.0% | +438.4% |
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