+323.8%
T vs UMC
+277.8%
+46.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.9% |
| 7D | -1.5% | +6.6% | -8.1% | -2.3% |
| 30D | +7.6% | +16.6% | -9.0% | +5.5% |
| 3M | +15.3% | +11.0% | +4.3% | +12.2% |
| 6M | -8.5% | +131.3% | -139.8% | -19.5% |
| YTD | +6.8% | +182.5% | -175.7% | -9.3% |
| 1Y | -7.2% | +222.3% | -229.5% | -22.8% |
| 3Y | +108.2% | +253.0% | -144.8% | +68.5% |
| 5Y | +66.1% | +141.8% | -75.8% | +38.7% |
| 10Y | +65.3% | +1,772.2% | -1,706.9% | -5.0% |
| All | +323.8% | +277.8% | +46.0% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded UMC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling