+376.4%
TTD vs UMC
+1,832.2%
-1,455.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.3% | +1.8% |
| 7D | -0.6% | +9.0% | -9.6% | -4.0% |
| 30D | +6.3% | +17.2% | -10.9% | -0.6% |
| 3M | -24.1% | +11.4% | -35.5% | -30.7% |
| 6M | -47.4% | +137.5% | -184.9% | -66.6% |
| YTD | -62.2% | +193.1% | -255.3% | -79.2% |
| 1Y | -68.3% | +240.3% | -308.6% | -83.8% |
| 3Y | -83.4% | +262.2% | -345.6% | -92.2% |
| 5Y | -80.3% | +143.1% | -223.4% | -89.0% |
| All | +376.4% | +1,832.2% | -1,455.8% | -11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling