+802.8%
TEAM vs UMC
+1,832.8%
-1,030.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -3.8% |
| 7D | -0.4% | +5.0% | -5.4% | -1.7% |
| 30D | +67.3% | +7.7% | +59.6% | +63.4% |
| 3M | +86.8% | +1.7% | +85.1% | +77.9% |
| 6M | +146.8% | +113.9% | +32.9% | +83.3% |
| YTD | +16.9% | +168.9% | -152.0% | -21.1% |
| 1Y | +12.8% | +207.2% | -194.4% | -27.4% |
| 3Y | -7.3% | +227.7% | -235.0% | -42.7% |
| 5Y | -50.7% | +118.0% | -168.8% | -67.0% |
| 10Y | +529.8% | +1,682.1% | -1,152.3% | +147.4% |
| All | +802.8% | +1,832.8% | -1,030.0% | +243.1% |
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