+1,757.1%
TSM vs UMC
+1,818.5%
-61.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.6% |
| 7D | +2.6% | +11.4% | -8.7% | -2.2% |
| 30D | +1.4% | +16.8% | -15.4% | -5.6% |
| 3M | +5.0% | +19.1% | -14.1% | -5.2% |
| 6M | +24.0% | +137.4% | -113.5% | -20.0% |
| YTD | +41.6% | +186.4% | -144.8% | -19.2% |
| 1Y | +66.2% | +229.1% | -162.9% | -11.6% |
| 3Y | +398.2% | +257.9% | +140.3% | +154.4% |
| 5Y | +277.6% | +137.5% | +140.1% | +123.9% |
| All | +1,757.1% | +1,818.5% | -61.3% | +374.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling