+207.2%
UMC vs TSEM
+259.4%
-52.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.8% | -3.3% | +2.4% |
| 7D | +5.0% | +6.9% | -1.9% | +2.9% |
| 30D | +7.7% | +5.3% | +2.4% | +5.0% |
| 3M | +1.7% | -14.9% | +16.6% | +5.3% |
| 6M | +113.9% | +80.0% | +33.9% | +95.8% |
| YTD | +168.9% | +89.4% | +79.5% | +143.4% |
| 1Y | +207.2% | +253.1% | -45.9% | +156.6% |
| All | +207.2% | +259.4% | -52.2% | +156.6% |
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