-49.3%
TE vs UMC
+143.5%
-192.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.9% |
| 7D | +0.2% | +9.0% | -8.8% | -5.3% |
| 30D | -5.9% | +17.2% | -23.2% | -15.8% |
| 3M | -45.6% | +11.4% | -57.0% | -49.3% |
| 6M | -43.4% | +137.5% | -180.9% | -67.2% |
| YTD | -31.0% | +193.1% | -224.1% | -67.2% |
| 1Y | +145.2% | +240.3% | -95.1% | +4.6% |
| 3Y | -24.1% | +262.2% | -286.2% | -68.5% |
| All | -49.3% | +143.5% | -192.9% | -75.2% |
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 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