+115.0%
UMC vs TSN
+19.9%
+95.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -1.3% |
| 7D | -14.7% | +8.4% | -23.1% | -13.7% |
| 30D | -32.9% | +16.1% | -48.9% | -31.8% |
| 3M | -22.2% | +3.2% | -25.3% | -21.6% |
| 6M | +25.9% | -11.1% | +37.0% | +30.4% |
| YTD | +107.9% | +5.1% | +102.8% | +109.6% |
| 1Y | +115.0% | +19.4% | +95.6% | +106.6% |
| All | +115.0% | +19.9% | +95.1% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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