+84.4%
TSM vs UL
-8.6%
+93.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.8% |
| 7D | +2.7% | -1.3% | +4.1% | +2.4% |
| 30D | +3.6% | +0.5% | +3.1% | +3.8% |
| 3M | -3.4% | +17.6% | -21.0% | -0.3% |
| 6M | +20.6% | -5.4% | +26.0% | +19.5% |
| YTD | +41.9% | +0.7% | +41.2% | +47.0% |
| 1Y | +84.4% | -9.3% | +93.6% | +87.3% |
| All | +84.4% | -8.6% | +93.0% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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