-17.0%
TEAM vs UMC
+262.0%
-278.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.2% | +0.4% |
| 7D | -4.7% | +13.6% | -18.3% | -5.8% |
| 30D | +17.0% | +20.8% | -3.7% | +14.9% |
| 3M | +85.9% | +16.1% | +69.8% | +76.5% |
| 6M | +116.7% | +137.3% | -20.6% | +68.8% |
| YTD | +9.6% | +193.8% | -184.1% | -23.0% |
| 1Y | -2.5% | +236.1% | -238.6% | -35.2% |
| All | -17.0% | +262.0% | -278.9% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling