+290.7%
TSM vs UL
+22.5%
+268.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +6.0% | -1.3% | +7.3% | +6.2% |
| 30D | +4.5% | +0.9% | +3.6% | +4.4% |
| 3M | +3.1% | +14.2% | -11.1% | +0.6% |
| 6M | +30.2% | -3.2% | +33.4% | +30.9% |
| YTD | +45.2% | -0.3% | +45.5% | +45.3% |
| 1Y | +79.6% | -8.8% | +88.3% | +82.8% |
| 3Y | +411.0% | +23.9% | +387.1% | +364.1% |
| 5Y | +290.7% | +21.4% | +269.4% | +248.9% |
| All | +290.7% | +22.5% | +268.2% | +248.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling