+6,622.4%
TSM vs UMC
+259.6%
+6,362.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | +0.4% |
| 7D | +2.7% | +5.0% | -2.2% | 0.0% |
| 30D | +3.6% | +7.7% | -4.1% | -0.9% |
| 3M | -3.4% | +1.7% | -5.0% | -7.3% |
| 6M | +20.6% | +113.9% | -93.3% | -25.5% |
| YTD | +41.9% | +168.9% | -127.0% | -25.9% |
| 1Y | +84.4% | +207.2% | -122.8% | -10.9% |
| 3Y | +380.2% | +227.7% | +152.5% | +121.7% |
| 5Y | +275.3% | +118.0% | +157.3% | +113.0% |
| 10Y | +1,751.4% | +1,682.1% | +69.3% | +167.3% |
| All | +6,622.4% | +259.6% | +6,362.7% | +1,394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling