+6,166.1%
TSM vs UMC
+166.6%
+5,999.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.4% |
| 7D | +6.2% | +11.2% | -5.0% | +0.1% |
| 30D | -7.3% | -28.0% | +20.8% | +10.3% |
| 3M | -7.1% | -20.5% | +13.4% | +3.3% |
| 6M | +0.2% | -1.6% | +1.8% | -4.8% |
| YTD | +32.2% | +99.4% | -67.1% | -19.9% |
| 1Y | +42.8% | +120.4% | -77.6% | -18.4% |
| 3Y | +330.4% | +134.2% | +196.2% | +134.8% |
| 5Y | +263.9% | +78.8% | +185.1% | +127.5% |
| 10Y | +1,580.2% | +1,280.4% | +299.8% | +174.3% |
| All | +6,166.1% | +166.6% | +5,999.5% | +1,514.4% |
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