+25.8%
TMO vs UMC
+209.4%
-183.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.3% | -0.8% |
| 7D | -1.4% | +5.0% | -6.3% | -1.4% |
| 30D | +6.2% | +7.7% | -1.5% | +6.1% |
| 3M | +27.5% | +1.7% | +25.8% | +26.3% |
| 6M | +20.0% | +113.9% | -94.0% | +12.7% |
| YTD | +6.1% | +168.9% | -162.8% | +2.9% |
| 1Y | +25.8% | +207.2% | -181.4% | +33.2% |
| All | +25.8% | +209.4% | -183.6% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling