+275.3%
UMC vs TSEM
-41.1%
+316.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.3% |
| 7D | +13.6% | +4.7% | +8.9% | +12.7% |
| 30D | +20.8% | -14.2% | +35.0% | +23.8% |
| 3M | +16.1% | -5.0% | +21.2% | +16.9% |
| 6M | +137.3% | +87.6% | +49.7% | +109.1% |
| YTD | +193.8% | +84.4% | +109.3% | +158.2% |
| 1Y | +236.1% | +235.4% | +0.7% | +164.7% |
| 3Y | +267.1% | +668.0% | -400.9% | +145.1% |
| 5Y | +145.3% | +644.7% | -499.5% | +63.3% |
| 10Y | +1,857.3% | +1,326.7% | +530.6% | +1,057.8% |
| All | +275.3% | -41.1% | +316.4% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling