+292.2%
TER vs UMC
+262.0%
+30.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +0.9% |
| 7D | +12.4% | +13.6% | -1.3% | +4.7% |
| 30D | +5.1% | +20.8% | -15.6% | -5.5% |
| 3M | +4.0% | +16.1% | -12.2% | -3.3% |
| 6M | +29.5% | +137.3% | -107.8% | -18.1% |
| YTD | +98.5% | +193.8% | -95.3% | +3.4% |
| 1Y | +234.1% | +236.1% | -2.0% | +56.7% |
| All | +292.2% | +262.0% | +30.2% | +74.6% |
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 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