+304.8%
TSM vs USAR
-20.3%
+325.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.8% |
| 7D | +14.8% | +8.8% | +6.1% | +14.2% |
| 30D | -8.9% | -28.5% | +19.6% | -7.4% |
| 3M | -5.3% | -56.2% | +50.9% | -1.6% |
| 6M | +2.6% | -68.4% | +71.0% | +7.5% |
| YTD | +34.5% | -32.2% | +66.7% | +38.7% |
| 1Y | +41.0% | -52.3% | +93.3% | +45.8% |
| 3Y | +333.1% | -21.2% | +354.3% | +439.4% |
| All | +304.8% | -20.3% | +325.1% | +428.9% |
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