+36.0%
TSM vs USHY
+1.9%
+34.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -5.3% |
| 7D | -10.0% | -0.2% | -9.8% | -9.0% |
| 30D | -18.5% | +0.7% | -19.2% | -21.0% |
| 3M | -4.9% | -2.2% | -2.7% | +7.2% |
| 6M | -1.0% | -0.9% | -0.1% | +4.3% |
| YTD | +31.3% | +0.2% | +31.1% | +32.0% |
| 1Y | +36.0% | +1.7% | +34.3% | +25.7% |
| All | +36.0% | +1.9% | +34.2% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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