+43.2%
TER vs UMC
+112.5%
-69.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.1% | -4.7% | -5.7% |
| 7D | -19.9% | -14.7% | -5.2% | -12.9% |
| 30D | -43.5% | -32.9% | -10.7% | -30.8% |
| 3M | -37.8% | -22.2% | -15.6% | -29.0% |
| 6M | -25.6% | +25.9% | -51.5% | -19.4% |
| YTD | +29.8% | +107.9% | -78.1% | +22.0% |
| 1Y | +43.2% | +115.0% | -71.9% | +29.6% |
| All | +43.2% | +112.5% | -69.3% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling