+260.9%
UMC vs TSN
+781.6%
-520.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.6% |
| 7D | +6.6% | -5.0% | +11.6% | +8.1% |
| 30D | +16.6% | -9.1% | +25.6% | +19.7% |
| 3M | +11.0% | -7.4% | +18.4% | +12.7% |
| 6M | +131.3% | -13.4% | +144.7% | +138.2% |
| YTD | +182.5% | -8.5% | +191.0% | +186.4% |
| 1Y | +222.3% | -3.2% | +225.4% | +220.1% |
| 3Y | +253.0% | +11.5% | +241.5% | +229.9% |
| 5Y | +141.8% | -19.5% | +161.4% | +146.7% |
| 10Y | +1,772.2% | -9.1% | +1,781.3% | +1,595.9% |
| All | +260.9% | +781.6% | -520.7% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling