+115.0%
UMC vs TSEM
+79.9%
+35.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.7% | +6.7% | +0.6% |
| 7D | -14.7% | -23.1% | +8.4% | -7.7% |
| 30D | -32.9% | -40.4% | +7.5% | -22.2% |
| 3M | -22.2% | -37.9% | +15.7% | -11.9% |
| 6M | +25.9% | -30.8% | +56.7% | +41.6% |
| YTD | +107.9% | +26.7% | +81.2% | +112.8% |
| 1Y | +115.0% | +80.5% | +34.6% | +106.5% |
| All | +115.0% | +79.9% | +35.1% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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