+494.4%
TEAM vs UMC
+1,863.6%
-1,369.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.5% |
| 7D | -5.2% | +9.0% | -14.2% | -7.3% |
| 30D | +15.8% | +17.2% | -1.5% | +10.8% |
| 3M | +101.5% | +11.4% | +90.1% | +87.8% |
| 6M | +138.2% | +137.5% | +0.7% | +72.0% |
| YTD | +10.8% | +193.1% | -182.3% | -27.0% |
| 1Y | +1.7% | +240.3% | -238.6% | -36.4% |
| 3Y | -16.0% | +262.2% | -278.2% | -49.6% |
| 5Y | -52.7% | +143.1% | -195.8% | -69.3% |
| All | +494.4% | +1,863.6% | -1,369.1% | +136.6% |
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