+36.0%
TSM vs UMC
+112.5%
-76.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.7% |
| 7D | -10.0% | -14.7% | +4.7% | -6.0% |
| 30D | -18.5% | -32.9% | +14.3% | -9.5% |
| 3M | -4.9% | -22.2% | +17.3% | +1.0% |
| 6M | -1.0% | +25.9% | -26.9% | -0.6% |
| YTD | +31.3% | +107.9% | -76.7% | +27.5% |
| 1Y | +36.0% | +115.0% | -79.0% | +29.8% |
| All | +36.0% | +112.5% | -76.5% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling