+240.3%
UMC vs TSN
-1.7%
+242.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.4% |
| 7D | +9.0% | +3.0% | +6.0% | +9.3% |
| 30D | +17.2% | -4.2% | +21.4% | +16.9% |
| 3M | +11.4% | -3.9% | +15.3% | +10.3% |
| 6M | +137.5% | -9.8% | +147.3% | +132.3% |
| YTD | +193.1% | -7.3% | +200.4% | +192.6% |
| 1Y | +240.3% | -2.2% | +242.5% | +226.6% |
| All | +240.3% | -1.7% | +242.0% | +226.6% |
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