+407.0%
TSM vs UMC
+262.0%
+145.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -2.5% |
| 7D | +4.8% | +13.6% | -8.8% | -0.7% |
| 30D | +4.0% | +20.8% | -16.7% | -4.1% |
| 3M | +2.0% | +16.1% | -14.2% | -6.2% |
| 6M | +25.5% | +137.3% | -111.8% | -17.7% |
| YTD | +44.0% | +193.8% | -149.8% | -20.7% |
| 1Y | +75.4% | +236.1% | -160.7% | -12.2% |
| All | +407.0% | +262.0% | +145.0% | +134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling