-80.9%
TTD vs UMC
+145.1%
-226.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -2.6% |
| 7D | -4.6% | +13.6% | -18.2% | -9.7% |
| 30D | +3.7% | +20.8% | -17.1% | -4.6% |
| 3M | -30.2% | +16.1% | -46.4% | -38.7% |
| 6M | -51.4% | +137.3% | -188.7% | -71.9% |
| YTD | -63.4% | +193.8% | -257.2% | -82.8% |
| 1Y | -73.5% | +236.1% | -309.6% | -88.8% |
| 3Y | -83.5% | +267.1% | -350.6% | -94.1% |
| 5Y | -80.9% | +145.3% | -226.2% | -90.5% |
| All | -80.9% | +145.1% | -226.0% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling