+134.2%
UMC vs TSN
+41.9%
+92.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.3% |
| 7D | +11.2% | -1.4% | +12.6% | +11.2% |
| 30D | -28.0% | +8.5% | -36.5% | -28.0% |
| 3M | -20.5% | +5.3% | -25.8% | -20.5% |
| 6M | -1.6% | -10.5% | +8.9% | -0.2% |
| YTD | +99.4% | +3.0% | +96.4% | +99.0% |
| 1Y | +120.4% | +12.1% | +108.3% | +117.9% |
| 3Y | +134.2% | +43.1% | +91.1% | +123.8% |
| All | +134.2% | +41.9% | +92.3% | +123.8% |
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