+125.1%
TLT vs UMC
+437.5%
-312.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.5% |
| 7D | -3.1% | +11.2% | -14.3% | -2.6% |
| 30D | +1.0% | -28.0% | +29.1% | -0.5% |
| 3M | -2.7% | -20.5% | +17.8% | -3.6% |
| 6M | -4.1% | -1.6% | -2.6% | -3.4% |
| YTD | -5.4% | +99.4% | -104.7% | -0.5% |
| 1Y | -7.0% | +120.4% | -127.4% | -1.6% |
| 3Y | +2.8% | +134.2% | -131.4% | +9.7% |
| 5Y | -35.4% | +78.8% | -114.2% | -31.6% |
| 10Y | -13.1% | +1,280.4% | -1,293.5% | +8.5% |
| All | +125.1% | +437.5% | -312.4% | +201.0% |
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 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