+137.5%
UMC vs TSEM
+610.6%
-473.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.4% |
| 7D | +11.4% | +0.9% | +10.5% | +11.0% |
| 30D | +16.8% | -16.6% | +33.4% | +22.3% |
| 3M | +19.1% | -10.9% | +30.0% | +22.6% |
| 6M | +137.4% | +78.0% | +59.4% | +101.1% |
| YTD | +186.4% | +77.2% | +109.2% | +140.4% |
| 1Y | +229.1% | +207.6% | +21.5% | +135.1% |
| 3Y | +257.9% | +637.8% | -380.0% | +85.5% |
| 5Y | +137.5% | +617.0% | -479.4% | +24.0% |
| All | +137.5% | +610.6% | -473.1% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling