+246.2%
TSM vs UMAC
+473.8%
-227.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.3% |
| 7D | +1.0% | -3.4% | +4.4% | +1.2% |
| 30D | +1.0% | -15.1% | +16.0% | +1.5% |
| 3M | +2.9% | -10.8% | +13.7% | +2.6% |
| 6M | +22.8% | +15.7% | +7.1% | +19.2% |
| YTD | +43.3% | +80.1% | -36.8% | +35.6% |
| 1Y | +69.2% | +116.7% | -47.5% | +57.8% |
| All | +246.2% | +473.8% | -227.5% | +215.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling