+148.6%
TE vs UMC
+209.4%
-60.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | -1.3% |
| 7D | -4.0% | +5.0% | -8.9% | -6.8% |
| 30D | -15.9% | +7.7% | -23.6% | -20.0% |
| 3M | -60.5% | +1.7% | -62.2% | -59.9% |
| 6M | -35.2% | +113.9% | -149.1% | -43.7% |
| YTD | -31.1% | +168.9% | -200.0% | -44.2% |
| 1Y | +148.6% | +207.2% | -58.6% | +101.1% |
| All | +148.6% | +209.4% | -60.8% | +101.1% |
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