+69.5%
T vs UMC
+143.5%
-74.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +2.0% |
| 7D | +1.5% | +9.0% | -7.5% | +1.6% |
| 30D | +7.5% | +17.2% | -9.8% | +7.7% |
| 3M | +14.8% | +11.4% | +3.4% | +14.7% |
| 6M | -1.7% | +137.5% | -139.3% | -2.8% |
| YTD | +8.7% | +193.1% | -184.4% | +6.1% |
| 1Y | -7.5% | +240.3% | -247.8% | -10.5% |
| 3Y | +110.2% | +262.2% | -152.0% | +99.7% |
| All | +69.5% | +143.5% | -74.0% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling