+325.1%
T vs UMC
+259.6%
+65.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.6% | -6.5% | -2.5% |
| 7D | -1.3% | +5.0% | -6.2% | -1.9% |
| 30D | +11.4% | +7.7% | +3.7% | +10.3% |
| 3M | +14.3% | +1.7% | +12.6% | +12.4% |
| 6M | -9.3% | +113.9% | -123.2% | -19.4% |
| YTD | +7.1% | +168.9% | -161.8% | -8.5% |
| 1Y | -9.1% | +207.2% | -216.3% | -23.9% |
| 3Y | +105.3% | +227.7% | -122.4% | +67.7% |
| 5Y | +66.8% | +118.0% | -51.2% | +41.2% |
| 10Y | +66.8% | +1,682.1% | -1,615.3% | -3.6% |
| All | +325.1% | +259.6% | +65.5% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling