+36.0%
TSM vs URA
-32.2%
+68.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -1.7% |
| 7D | -10.0% | -10.5% | +0.6% | -5.1% |
| 30D | -18.5% | -18.6% | +0.1% | -10.4% |
| 3M | -4.9% | -23.0% | +18.2% | +6.7% |
| 6M | -1.0% | -40.3% | +39.3% | +22.7% |
| YTD | +31.3% | -23.5% | +54.7% | +43.3% |
| 1Y | +36.0% | -31.1% | +67.1% | +54.3% |
| All | +36.0% | -32.2% | +68.2% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling