+253.9%
UMC vs TSN
+11.8%
+242.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.6% |
| 7D | +11.4% | +1.4% | +10.0% | +11.3% |
| 30D | +16.8% | -6.2% | +23.0% | +17.0% |
| 3M | +19.1% | -5.7% | +24.8% | +18.8% |
| 6M | +137.4% | -11.4% | +148.8% | +137.2% |
| YTD | +186.4% | -8.2% | +194.6% | +186.2% |
| 1Y | +229.1% | -2.0% | +231.1% | +226.0% |
| All | +253.9% | +11.8% | +242.0% | +225.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling