+219.5%
TSM vs UMAC
+182.0%
+37.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +3.0% | -1.4% |
| 7D | +6.2% | -5.2% | +11.4% | +6.5% |
| 30D | -7.3% | -36.4% | +29.1% | -4.9% |
| 3M | -7.1% | -58.6% | +51.5% | -3.0% |
| 6M | +0.2% | -24.6% | +24.9% | +0.4% |
| YTD | +32.2% | -11.5% | +43.7% | +30.0% |
| 1Y | +42.8% | +16.9% | +25.9% | +38.2% |
| All | +219.5% | +182.0% | +37.5% | +202.1% |
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