+13,634.3%
TSM vs UL
+747.9%
+12,886.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | +2.7% | -1.3% | +4.1% | +3.2% |
| 30D | +3.6% | +0.5% | +3.1% | +3.3% |
| 3M | -3.4% | +17.6% | -21.0% | -10.1% |
| 6M | +20.6% | -5.4% | +26.0% | +21.7% |
| YTD | +41.9% | +0.7% | +41.2% | +39.6% |
| 1Y | +84.4% | -9.3% | +93.6% | +87.7% |
| 3Y | +380.2% | +24.5% | +355.7% | +322.9% |
| 5Y | +275.3% | +23.2% | +252.1% | +227.1% |
| 10Y | +1,751.4% | +64.5% | +1,686.9% | +1,295.3% |
| All | +13,634.3% | +747.9% | +12,886.4% | +3,955.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling