+322.0%
TSM vs URA
+36.0%
+286.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +1.9% | +4.3% |
| 7D | -7.6% | -4.1% | -3.4% | -5.5% |
| 30D | -20.5% | -19.0% | -1.5% | -12.3% |
| 3M | -10.0% | -25.1% | +15.2% | +2.3% |
| 6M | -10.1% | -44.5% | +34.4% | +15.7% |
| YTD | +24.5% | -24.3% | +48.8% | +37.6% |
| 1Y | +31.2% | -28.1% | +59.3% | +47.6% |
| 3Y | +322.0% | +40.7% | +281.3% | +239.7% |
| All | +322.0% | +36.0% | +286.0% | +239.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling