+563.5%
TSEM vs UMAC
+473.8%
+89.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.1% | +1.8% |
| 7D | -4.9% | -3.4% | -1.5% | -4.7% |
| 30D | -18.7% | -15.1% | -3.6% | -18.0% |
| 3M | -18.1% | -10.8% | -7.4% | -18.1% |
| 6M | +77.1% | +15.7% | +61.4% | +71.8% |
| YTD | +80.1% | +80.1% | 0.0% | +70.2% |
| 1Y | +220.4% | +116.7% | +103.7% | +198.7% |
| All | +563.5% | +473.8% | +89.7% | +503.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling