-50.0%
TE vs UMC
+1,118.3%
-1,168.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.0% | -4.7% |
| 7D | +15.0% | +13.6% | +1.4% | +8.6% |
| 30D | -7.5% | +20.8% | -28.3% | -15.3% |
| 3M | -42.0% | +16.1% | -58.1% | -45.0% |
| 6M | -31.4% | +137.3% | -168.7% | -50.6% |
| YTD | -26.5% | +193.8% | -220.3% | -52.3% |
| 1Y | +153.1% | +236.1% | -83.0% | +56.1% |
| 3Y | -20.7% | +267.1% | -287.8% | -51.6% |
| 5Y | -45.4% | +145.3% | -190.7% | -65.2% |
| All | -50.0% | +1,118.3% | -1,168.3% | -70.0% |
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