+262.2%
UMC vs TSEM
+645.3%
-383.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.9% |
| 7D | +9.0% | -4.9% | +13.9% | +10.4% |
| 30D | +17.2% | -18.7% | +36.0% | +23.4% |
| 3M | +11.4% | -18.1% | +29.5% | +16.6% |
| 6M | +137.5% | +77.1% | +60.4% | +109.0% |
| YTD | +193.1% | +80.1% | +113.0% | +155.0% |
| 1Y | +240.3% | +220.4% | +19.9% | +157.5% |
| 3Y | +262.2% | +650.1% | -387.9% | +109.5% |
| All | +262.2% | +645.3% | -383.1% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling