+77.6%
UMC vs TSN
-14.8%
+92.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.2% |
| 7D | +11.2% | -1.4% | +12.6% | +11.4% |
| 30D | -28.0% | +8.5% | -36.5% | -29.1% |
| 3M | -20.5% | +5.3% | -25.8% | -21.4% |
| 6M | -1.6% | -10.5% | +8.9% | +0.5% |
| YTD | +99.4% | +3.0% | +96.4% | +96.4% |
| 1Y | +120.4% | +12.1% | +108.3% | +112.4% |
| 3Y | +134.2% | +43.1% | +91.1% | +104.5% |
| All | +77.6% | -14.8% | +92.4% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling