+1,643.1%
TSM vs UL
+109.3%
+1,533.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.9% |
| 7D | +6.2% | +1.1% | +5.1% | +5.9% |
| 30D | -7.3% | +4.5% | -11.8% | -8.6% |
| 3M | -7.1% | +6.5% | -13.6% | -9.1% |
| 6M | +0.2% | +18.2% | -17.9% | -5.6% |
| YTD | +32.2% | +4.7% | +27.6% | +29.1% |
| 1Y | +42.8% | +0.8% | +42.0% | +40.8% |
| 3Y | +330.4% | +35.9% | +294.5% | +270.6% |
| 5Y | +263.9% | +33.4% | +230.5% | +210.6% |
| All | +1,643.1% | +109.3% | +1,533.8% | +1,257.3% |
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 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