+285.0%
TSM vs UMC
+145.1%
+139.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -2.8% |
| 7D | +4.8% | +13.6% | -8.8% | -1.9% |
| 30D | +4.0% | +20.8% | -16.7% | -5.9% |
| 3M | +2.0% | +16.1% | -14.2% | -8.6% |
| 6M | +25.5% | +137.3% | -111.8% | -26.6% |
| YTD | +44.0% | +193.8% | -149.8% | -30.3% |
| 1Y | +75.4% | +236.1% | -160.7% | -22.9% |
| 3Y | +406.7% | +267.1% | +139.6% | +106.5% |
| 5Y | +285.0% | +145.3% | +139.7% | +89.6% |
| All | +285.0% | +145.1% | +139.9% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling