+5,762.3%
TSM vs URA
-31.1%
+5,793.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +2.7% | +1.1% | +1.7% | +2.3% |
| 30D | +3.6% | +7.4% | -3.8% | +0.8% |
| 3M | -3.4% | -8.4% | +5.0% | -0.5% |
| 6M | +20.6% | -12.7% | +33.3% | +25.7% |
| YTD | +41.9% | +7.8% | +34.1% | +36.2% |
| 1Y | +84.4% | +19.5% | +64.9% | +68.9% |
| 3Y | +380.2% | +116.4% | +263.8% | +251.1% |
| 5Y | +275.3% | +134.3% | +141.0% | +154.6% |
| 10Y | +1,751.4% | +359.3% | +1,392.1% | +838.5% |
| All | +5,762.3% | -31.1% | +5,793.4% | +4,700.3% |
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 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