+330.4%
TSM vs USHY
+25.4%
+305.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.3% |
| 7D | +6.2% | -0.4% | +6.6% | +7.9% |
| 30D | -7.3% | +0.6% | -7.9% | -9.1% |
| 3M | -7.1% | -2.0% | -5.1% | +0.2% |
| 6M | +0.2% | -0.5% | +0.8% | +2.9% |
| YTD | +32.2% | +0.6% | +31.6% | +31.4% |
| 1Y | +42.8% | +2.1% | +40.7% | +35.2% |
| 3Y | +330.4% | +25.3% | +305.1% | +157.2% |
| All | +330.4% | +25.4% | +305.0% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling