-9.8%
T vs UMC
+117.0%
-126.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | -0.2% |
| 7D | +2.5% | +11.2% | -8.6% | +3.8% |
| 30D | -3.8% | -28.0% | +24.3% | -7.1% |
| 3M | -8.7% | -20.5% | +11.8% | -10.7% |
| 6M | -8.1% | -1.6% | -6.6% | -7.5% |
| YTD | -6.4% | +99.4% | -105.8% | +2.2% |
| 1Y | -9.8% | +120.4% | -130.2% | +0.6% |
| All | -9.8% | +117.0% | -126.8% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling