+247.9%
TSM vs UMAC
+508.0%
-260.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | -0.5% |
| 7D | +4.8% | +3.3% | +1.5% | +4.6% |
| 30D | +4.0% | -10.4% | +14.4% | +4.3% |
| 3M | +2.0% | +1.8% | +0.2% | +1.0% |
| 6M | +25.5% | +40.7% | -15.2% | +20.7% |
| YTD | +44.0% | +90.9% | -46.9% | +35.8% |
| 1Y | +75.4% | +151.8% | -76.3% | +62.6% |
| All | +247.9% | +508.0% | -260.1% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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