+16.0%
TFC vs UMC
+134.9%
-118.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.8% |
| 7D | -2.5% | +11.4% | -13.9% | -4.4% |
| 30D | -2.8% | +16.8% | -19.6% | -5.6% |
| 3M | +2.1% | +19.1% | -16.9% | -3.5% |
| 6M | +10.1% | +137.4% | -127.3% | -13.0% |
| YTD | +5.4% | +186.4% | -180.9% | -22.4% |
| 1Y | +16.3% | +229.1% | -212.8% | -18.2% |
| 3Y | +95.9% | +257.9% | -162.0% | +29.9% |
| 5Y | +16.0% | +137.5% | -121.6% | -17.1% |
| All | +16.0% | +134.9% | -118.9% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling