+273.1%
TSM vs URA
+128.0%
+145.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.5% |
| 7D | +2.7% | +1.1% | +1.7% | +2.3% |
| 30D | +3.6% | +7.4% | -3.8% | +0.6% |
| 3M | -3.4% | -8.4% | +5.0% | -0.4% |
| 6M | +20.6% | -12.7% | +33.3% | +25.7% |
| YTD | +41.9% | +7.8% | +34.1% | +35.6% |
| 1Y | +84.4% | +19.5% | +64.9% | +67.5% |
| 3Y | +380.2% | +116.4% | +263.8% | +243.1% |
| All | +273.1% | +128.0% | +145.1% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling