+75.7%
TFC vs UMC
+1,272.7%
-1,197.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.6% |
| 7D | +2.3% | +11.2% | -8.9% | +0.3% |
| 30D | +10.8% | -28.0% | +38.8% | +16.7% |
| 3M | -3.8% | -20.5% | +16.8% | -1.0% |
| 6M | +9.6% | -1.6% | +11.1% | +4.8% |
| YTD | +5.8% | +99.4% | -93.6% | -15.3% |
| 1Y | +16.2% | +120.4% | -104.2% | -9.2% |
| 3Y | +96.0% | +134.2% | -38.3% | +47.9% |
| 5Y | +1.7% | +78.8% | -77.1% | -20.7% |
| All | +75.7% | +1,272.7% | -1,197.1% | -18.3% |
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