+2,892.5%
TMO vs UMC
+292.0%
+2,600.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.6% |
| 7D | -0.6% | +9.0% | -9.6% | -2.4% |
| 30D | +1.1% | +17.2% | -16.1% | -2.2% |
| 3M | +28.3% | +11.4% | +16.9% | +23.0% |
| 6M | +23.3% | +137.5% | -114.2% | +0.1% |
| YTD | +5.5% | +193.1% | -187.7% | -18.8% |
| 1Y | +24.5% | +240.3% | -215.8% | -7.3% |
| 3Y | +19.6% | +262.2% | -242.6% | -13.6% |
| 5Y | +8.1% | +143.1% | -135.0% | -17.0% |
| 10Y | +336.7% | +1,853.0% | -1,516.3% | +101.8% |
| All | +2,892.5% | +292.0% | +2,600.5% | +1,167.3% |
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 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