+740.1%
TEAM vs UMC
+1,930.5%
-1,190.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.1% | -12.0% | -8.2% |
| 7D | -5.7% | +6.6% | -12.3% | -7.3% |
| 30D | +18.3% | +16.6% | +1.8% | +13.4% |
| 3M | +80.2% | +11.0% | +69.2% | +67.5% |
| 6M | +111.0% | +131.3% | -20.3% | +53.3% |
| YTD | +8.8% | +182.5% | -173.7% | -27.6% |
| 1Y | +2.2% | +222.3% | -220.1% | -35.1% |
| 3Y | -14.6% | +253.0% | -267.6% | -48.4% |
| 5Y | -53.8% | +141.8% | -195.6% | -69.7% |
| 10Y | +475.2% | +1,772.2% | -1,297.0% | +122.9% |
| All | +740.1% | +1,930.5% | -1,190.4% | +215.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling