-25.8%
TE vs UMC
+112.5%
-138.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.5% | -2.2% |
| 7D | +3.8% | -14.7% | +18.5% | +14.5% |
| 30D | -26.2% | -32.9% | +6.6% | -4.9% |
| 3M | -49.7% | -22.2% | -27.6% | -41.5% |
| 6M | -46.5% | +25.9% | -72.4% | -44.5% |
| YTD | -59.1% | +107.9% | -167.1% | -69.4% |
| 1Y | -25.8% | +115.0% | -140.8% | -46.9% |
| All | -25.8% | +112.5% | -138.3% | -46.9% |
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