+93.0%
TFC vs UMC
+262.0%
-169.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.1% |
| 7D | -1.3% | +13.6% | -14.9% | -2.4% |
| 30D | -2.3% | +20.8% | -23.1% | -4.0% |
| 3M | +2.5% | +16.1% | -13.7% | -0.4% |
| 6M | +9.5% | +137.3% | -127.8% | -5.4% |
| YTD | +5.1% | +193.8% | -188.7% | -14.5% |
| 1Y | +15.5% | +236.1% | -220.6% | -9.4% |
| All | +93.0% | +262.0% | -169.0% | +36.0% |
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