-34.9%
TLT vs UMC
+145.1%
-179.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.6% |
| 7D | -0.3% | +13.6% | -13.9% | -0.4% |
| 30D | 0.0% | +20.8% | -20.8% | -0.2% |
| 3M | -2.9% | +16.1% | -19.0% | -3.0% |
| 6M | -6.3% | +137.3% | -143.6% | -6.6% |
| YTD | -3.3% | +193.8% | -197.1% | -3.8% |
| 1Y | -4.2% | +236.1% | -240.3% | -4.8% |
| 3Y | -1.7% | +267.1% | -268.8% | -2.5% |
| 5Y | -34.9% | +145.3% | -180.2% | -36.3% |
| All | -34.9% | +145.1% | -179.9% | -36.3% |
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