+330.4%
TSM vs USAR
-20.4%
+350.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.7% |
| 7D | +6.2% | -0.8% | +7.0% | +6.2% |
| 30D | -7.3% | -20.9% | +13.7% | -6.2% |
| 3M | -7.1% | -56.2% | +49.0% | -3.5% |
| 6M | +0.2% | -67.9% | +68.1% | +4.9% |
| YTD | +32.2% | -31.4% | +63.7% | +36.3% |
| 1Y | +42.8% | -45.1% | +87.8% | +47.5% |
| 3Y | +330.4% | -20.3% | +350.7% | +406.7% |
| All | +330.4% | -20.4% | +350.8% | +406.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling