+1,598.5%
TSM vs UL
+106.3%
+1,492.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -2.1% | +2.6% | -4.6% | -2.8% |
| 30D | -12.5% | +6.8% | -19.3% | -14.3% |
| 3M | -5.0% | +5.7% | -10.7% | -6.9% |
| 6M | -3.2% | +15.9% | -19.1% | -8.3% |
| YTD | +31.5% | +4.3% | +27.2% | +28.6% |
| 1Y | +35.7% | -0.4% | +36.1% | +34.3% |
| 3Y | +323.5% | +35.0% | +288.5% | +265.4% |
| 5Y | +263.4% | +31.6% | +231.8% | +211.6% |
| 10Y | +1,598.5% | +104.6% | +1,493.9% | +1,217.6% |
| All | +1,598.5% | +106.3% | +1,492.2% | +1,217.6% |
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