+1,168.1%
TSM vs USHY
+50.7%
+1,117.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | -0.1% | +2.9% | +3.0% |
| 30D | +3.6% | +0.1% | +3.5% | +3.4% |
| 3M | -3.4% | +0.8% | -4.2% | -4.7% |
| 6M | +20.6% | +1.7% | +18.9% | +17.5% |
| YTD | +41.9% | +2.5% | +39.4% | +36.5% |
| 1Y | +84.4% | +4.4% | +80.0% | +71.8% |
| 3Y | +380.2% | +27.4% | +352.9% | +220.4% |
| 5Y | +275.3% | +21.7% | +253.6% | +174.6% |
| All | +1,168.1% | +50.7% | +1,117.4% | +621.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling