+274.8%
TSM vs USAR
-18.7%
+293.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.8% | -4.5% | +5.7% |
| 7D | -7.6% | -14.5% | +6.9% | -6.8% |
| 30D | -20.5% | -37.8% | +17.3% | -18.6% |
| 3M | -10.0% | -52.8% | +42.8% | -6.8% |
| 6M | -10.1% | -71.2% | +61.2% | -5.6% |
| YTD | +24.5% | -30.9% | +55.4% | +28.4% |
| 1Y | +31.2% | -48.0% | +79.2% | +35.5% |
| 3Y | +322.0% | -19.7% | +341.7% | +424.9% |
| All | +274.8% | -18.7% | +293.6% | +389.4% |
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 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