+350.6%
TFC vs UMC
+166.6%
+183.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.6% |
| 7D | +1.2% | +11.2% | -10.0% | -1.2% |
| 30D | +9.7% | -28.0% | +37.7% | +16.7% |
| 3M | -4.8% | -20.5% | +15.8% | -1.5% |
| 6M | +8.4% | -1.6% | +10.0% | +4.1% |
| YTD | +4.7% | +99.4% | -94.7% | -16.1% |
| 1Y | +15.0% | +120.4% | -105.4% | -10.0% |
| 3Y | +93.9% | +134.2% | -40.3% | +47.0% |
| 5Y | +0.6% | +78.8% | -78.2% | -20.5% |
| 10Y | +78.0% | +1,280.4% | -1,202.4% | -18.2% |
| All | +350.6% | +166.6% | +183.9% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling