+589.5%
TSEM vs UMAC
+549.5%
+40.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.3% | -10.5% | -1.8% |
| 7D | +10.4% | +14.7% | -4.3% | +9.2% |
| 30D | -12.9% | -0.5% | -12.4% | -13.2% |
| 3M | -9.2% | +0.5% | -9.7% | -9.9% |
| 6M | +98.8% | +57.9% | +40.8% | +89.3% |
| YTD | +87.2% | +103.9% | -16.7% | +75.3% |
| 1Y | +239.0% | +159.3% | +79.7% | +212.5% |
| All | +589.5% | +549.5% | +40.0% | +521.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling