+102.9%
T vs UMC
+262.0%
-159.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.7% | -1.5% |
| 7D | -3.1% | +13.6% | -16.7% | -2.1% |
| 30D | +4.6% | +20.8% | -16.2% | +6.1% |
| 3M | +12.2% | +16.1% | -3.9% | +13.8% |
| 6M | -6.5% | +137.3% | -143.8% | -0.6% |
| YTD | +4.9% | +193.8% | -188.9% | +11.9% |
| 1Y | -10.5% | +236.1% | -246.6% | -4.3% |
| All | +102.9% | +262.0% | -159.1% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling