+131.2%
TLT vs UMC
+661.5%
-530.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | +0.2% |
| 7D | +0.4% | +6.6% | -6.2% | +0.7% |
| 30D | -0.3% | +16.6% | -16.9% | +0.5% |
| 3M | -1.7% | +11.0% | -12.8% | -0.8% |
| 6M | -4.9% | +131.3% | -136.2% | +0.2% |
| YTD | -2.8% | +182.5% | -185.3% | +3.8% |
| 1Y | -4.2% | +222.3% | -226.5% | +3.1% |
| 3Y | -1.1% | +253.0% | -254.1% | +7.6% |
| 5Y | -33.7% | +141.8% | -175.6% | -29.0% |
| 10Y | -20.7% | +1,772.2% | -1,792.9% | +0.3% |
| All | +131.2% | +661.5% | -530.3% | +213.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling