-53.1%
TE vs UMC
+1,115.6%
-1,168.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.4% |
| 7D | +0.2% | +9.0% | -8.8% | -3.5% |
| 30D | -5.9% | +17.2% | -23.2% | -12.6% |
| 3M | -45.6% | +11.4% | -57.0% | -47.6% |
| 6M | -43.4% | +137.5% | -180.9% | -59.1% |
| YTD | -31.0% | +193.1% | -224.1% | -55.1% |
| 1Y | +145.2% | +240.3% | -95.1% | +50.6% |
| 3Y | -24.1% | +262.2% | -286.2% | -53.4% |
| 5Y | -48.1% | +143.1% | -191.3% | -66.9% |
| All | -53.1% | +1,115.6% | -1,168.7% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling