+322.0%
TSM vs UL
+35.9%
+286.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.9% | +5.8% |
| 7D | -7.6% | +1.1% | -8.7% | -7.3% |
| 30D | -20.5% | +8.2% | -28.7% | -19.2% |
| 3M | -10.0% | +4.5% | -14.5% | -9.0% |
| 6M | -10.1% | +12.6% | -22.6% | -7.9% |
| YTD | +24.5% | +3.5% | +21.0% | +27.1% |
| 1Y | +31.2% | -0.4% | +31.6% | +33.3% |
| 3Y | +322.0% | +36.0% | +286.0% | +317.0% |
| All | +322.0% | +35.9% | +286.1% | +317.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling