-75.3%
TTD vs UMC
+131.8%
-207.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +1.6% |
| 7D | +21.3% | +11.2% | +10.1% | +19.9% |
| 30D | +28.7% | -28.0% | +56.8% | +32.3% |
| 3M | +7.7% | -20.5% | +28.2% | +8.9% |
| 6M | -23.5% | -1.6% | -21.9% | -27.2% |
| YTD | -58.7% | +99.4% | -158.1% | -67.1% |
| 1Y | -63.4% | +120.4% | -183.8% | -71.9% |
| 3Y | -75.3% | +134.2% | -209.5% | -82.3% |
| All | -75.3% | +131.8% | -207.1% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling