+65.5%
T vs UMC
+131.8%
-66.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | -0.2% |
| 7D | +2.5% | +11.2% | -8.6% | +3.6% |
| 30D | -3.8% | -28.0% | +24.3% | -6.4% |
| 3M | -8.7% | -20.5% | +11.8% | -10.3% |
| 6M | -8.1% | -1.6% | -6.6% | -7.9% |
| YTD | -6.4% | +99.4% | -105.8% | -1.7% |
| 1Y | -9.8% | +120.4% | -130.2% | -4.8% |
| 3Y | +65.5% | +134.2% | -68.7% | +74.8% |
| All | +65.5% | +131.8% | -66.3% | +74.8% |
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