-35.1%
TLT vs UMC
+82.2%
-117.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.5% |
| 7D | -2.7% | +17.8% | -20.5% | -2.8% |
| 30D | +2.2% | -29.6% | +31.8% | +2.4% |
| 3M | -1.7% | -18.4% | +16.6% | -1.6% |
| 6M | -4.0% | -0.1% | -3.8% | -4.0% |
| YTD | -4.9% | +104.0% | -109.0% | -5.3% |
| 1Y | -7.4% | +121.5% | -128.9% | -7.8% |
| 3Y | +3.0% | +135.0% | -132.0% | +2.2% |
| 5Y | -35.1% | +83.0% | -118.1% | -35.9% |
| All | -35.1% | +82.2% | -117.3% | -35.9% |
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 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