+327.1%
TSM vs USAR
+74.0%
+253.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +2.9% |
| 7D | +2.7% | -2.1% | +4.8% | +2.8% |
| 30D | +3.6% | +2.6% | +1.0% | +3.4% |
| 3M | -3.4% | -35.0% | +31.6% | -2.2% |
| 6M | +20.6% | -6.9% | +27.5% | +20.7% |
| YTD | +41.9% | +48.0% | -6.1% | +41.0% |
| 1Y | +84.4% | +24.8% | +59.6% | +84.4% |
| 3Y | +380.2% | +73.2% | +307.0% | +484.4% |
| All | +327.1% | +74.0% | +253.1% | +437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling