+373.1%
TSM vs USB
+95.2%
+277.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +2.9% |
| 7D | +2.7% | +1.4% | +1.3% | +2.2% |
| 30D | +3.6% | -1.3% | +4.9% | +4.0% |
| 3M | -3.4% | +15.2% | -18.6% | -8.1% |
| 6M | +20.6% | +18.8% | +1.8% | +13.3% |
| YTD | +41.9% | +21.0% | +20.9% | +32.0% |
| 1Y | +84.4% | +34.0% | +50.4% | +65.3% |
| All | +373.1% | +95.2% | +277.9% | +264.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling