+1,320.5%
TSM vs USB
+93.8%
+1,226.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.1% | -8.7% | -10.1% |
| 7D | -18.2% | -1.5% | -16.8% | -17.8% |
| 30D | -26.8% | +4.3% | -31.1% | -27.8% |
| 3M | -14.5% | -6.1% | -8.4% | -12.9% |
| 6M | -10.0% | +9.4% | -19.4% | -13.2% |
| YTD | +17.1% | +15.2% | +1.9% | +10.7% |
| 1Y | +21.5% | +32.8% | -11.2% | +9.4% |
| 3Y | +300.4% | +91.3% | +209.1% | +212.6% |
| 5Y | +224.7% | +22.7% | +202.1% | +188.8% |
| All | +1,320.5% | +93.8% | +1,226.7% | +1,225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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