+35.7%
TSM vs USB
+33.1%
+2.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.1% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | -12.5% | +6.4% | -19.0% | -13.4% |
| 3M | -5.0% | -4.5% | -0.5% | -3.9% |
| 6M | -3.2% | +11.4% | -14.6% | -6.5% |
| YTD | +31.5% | +17.1% | +14.4% | +21.2% |
| 1Y | +35.7% | +32.6% | +3.1% | +21.1% |
| All | +35.7% | +33.1% | +2.6% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling