+80.5%
TSEM vs UMAC
+2.9%
+77.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -10.9% | +2.1% | -6.5% |
| 7D | -23.1% | -26.0% | +2.9% | -18.0% |
| 30D | -40.4% | -40.3% | -0.1% | -33.8% |
| 3M | -37.9% | -51.1% | +13.3% | -29.3% |
| 6M | -30.8% | -5.6% | -25.2% | -30.5% |
| YTD | +26.7% | +2.3% | +24.4% | +15.6% |
| 1Y | +80.5% | +7.9% | +72.6% | +64.7% |
| All | +80.5% | +2.9% | +77.6% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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