-20.8%
TLT vs UMC
+1,818.5%
-1,839.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | -1.6% | +11.4% | -13.0% | -1.4% |
| 30D | -1.3% | +16.8% | -18.1% | -1.1% |
| 3M | -3.7% | +19.1% | -22.8% | -3.3% |
| 6M | -6.4% | +137.4% | -143.8% | -4.6% |
| YTD | -4.5% | +186.4% | -190.8% | -2.2% |
| 1Y | -5.9% | +229.1% | -234.9% | -3.4% |
| 3Y | -2.8% | +257.9% | -260.7% | +0.1% |
| 5Y | -35.1% | +137.5% | -172.6% | -33.8% |
| All | -20.8% | +1,818.5% | -1,839.3% | -11.0% |
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 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