-14.5%
TSM vs USB
-6.5%
-8.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.1% | -8.7% | -10.8% |
| 7D | -18.2% | -1.5% | -16.8% | -18.0% |
| 30D | -26.8% | +4.3% | -31.1% | -25.5% |
| 3M | -14.5% | -6.1% | -8.4% | -13.8% |
| All | -14.5% | -6.5% | -8.0% | -13.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling