+277.6%
TSM vs USHY
+20.9%
+256.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -0.6% |
| 7D | +2.6% | -0.7% | +3.4% | +4.4% |
| 30D | +1.4% | -0.5% | +2.0% | +2.7% |
| 3M | +5.0% | +0.5% | +4.4% | +4.0% |
| 6M | +24.0% | +1.5% | +22.5% | +20.8% |
| YTD | +41.6% | +1.7% | +39.8% | +37.5% |
| 1Y | +66.2% | +3.5% | +62.6% | +55.8% |
| 3Y | +398.2% | +27.2% | +371.1% | +219.3% |
| 5Y | +277.6% | +21.0% | +256.6% | +209.5% |
| All | +277.6% | +20.9% | +256.7% | +209.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling