-72.2%
TTD vs UMC
+209.4%
-281.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.6% | -9.0% | -4.4% |
| 7D | +6.3% | +5.0% | +1.4% | +6.2% |
| 30D | -23.9% | +7.7% | -31.6% | -24.0% |
| 3M | -31.4% | +1.7% | -33.0% | -32.2% |
| 6M | -42.7% | +113.9% | -156.6% | -44.4% |
| YTD | -62.0% | +168.9% | -230.9% | -64.6% |
| 1Y | -72.2% | +207.2% | -279.4% | -75.2% |
| All | -72.2% | +209.4% | -281.7% | -75.2% |
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