+1,815.4%
TSM vs UL
+65.2%
+1,750.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.4% |
| 7D | +4.8% | -3.2% | +8.0% | +5.7% |
| 30D | +4.0% | -0.6% | +4.6% | +4.1% |
| 3M | +2.0% | +9.4% | -7.5% | -1.4% |
| 6M | +25.5% | -4.1% | +29.6% | +26.2% |
| YTD | +44.0% | -2.0% | +46.0% | +43.7% |
| 1Y | +75.4% | -9.0% | +84.4% | +78.5% |
| 3Y | +406.7% | +21.8% | +384.9% | +352.7% |
| 5Y | +285.0% | +20.6% | +264.4% | +239.9% |
| 10Y | +1,815.4% | +67.7% | +1,747.7% | +1,477.0% |
| All | +1,815.4% | +65.2% | +1,750.2% | +1,477.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling