+12,606.5%
TSM vs USB
+880.5%
+11,726.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.9% |
| 7D | -10.0% | +2.4% | -12.4% | -10.7% |
| 30D | -18.5% | +6.6% | -25.1% | -20.5% |
| 3M | -4.9% | -4.1% | -0.8% | -3.8% |
| 6M | -1.0% | +12.5% | -13.4% | -5.7% |
| YTD | +31.3% | +17.6% | +13.6% | +22.7% |
| 1Y | +36.0% | +36.5% | -0.5% | +20.5% |
| 3Y | +348.7% | +95.4% | +253.3% | +243.4% |
| 5Y | +264.0% | +26.1% | +237.8% | +217.1% |
| 10Y | +1,550.5% | +101.3% | +1,449.3% | +1,041.6% |
| All | +12,606.5% | +880.5% | +11,726.0% | +3,426.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling