+131.2%
TLT vs UMC
+624.9%
-493.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | +0.4% |
| 7D | -0.4% | +5.0% | -5.4% | -0.2% |
| 30D | -0.6% | +7.7% | -8.2% | -0.2% |
| 3M | -2.7% | +1.7% | -4.4% | -2.3% |
| 6M | -5.6% | +113.9% | -119.5% | -1.0% |
| YTD | -2.8% | +168.9% | -171.7% | +3.6% |
| 1Y | -1.4% | +207.2% | -208.6% | +5.9% |
| 3Y | -1.6% | +227.7% | -229.3% | +6.6% |
| 5Y | -33.8% | +118.0% | -151.9% | -29.5% |
| 10Y | -21.1% | +1,682.1% | -1,703.3% | -0.5% |
| All | +131.2% | +624.9% | -493.6% | +213.1% |
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