+5,045.2%
TSM vs URA
-51.6%
+5,096.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +1.9% | +4.7% |
| 7D | -7.6% | -4.1% | -3.4% | -5.9% |
| 30D | -20.5% | -19.0% | -1.5% | -14.0% |
| 3M | -10.0% | -25.1% | +15.2% | -0.2% |
| 6M | -10.1% | -44.5% | +34.4% | +10.5% |
| YTD | +24.5% | -24.3% | +48.8% | +35.8% |
| 1Y | +31.2% | -28.1% | +59.3% | +45.3% |
| 3Y | +322.0% | +40.7% | +281.3% | +260.6% |
| 5Y | +245.3% | +35.5% | +209.8% | +187.4% |
| 10Y | +1,465.8% | +281.2% | +1,184.7% | +757.4% |
| All | +5,045.2% | -51.6% | +5,096.8% | +4,687.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling