+1,842.6%
UMC vs TD
+306.3%
+1,536.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.0% |
| 7D | +9.0% | -0.5% | +9.5% | +9.2% |
| 30D | +17.2% | -1.9% | +19.1% | +18.2% |
| 3M | +11.4% | +4.8% | +6.7% | +8.8% |
| 6M | +137.5% | +28.0% | +109.5% | +111.2% |
| YTD | +193.1% | +30.3% | +162.8% | +157.7% |
| 1Y | +240.3% | +59.8% | +180.5% | +171.2% |
| 3Y | +262.2% | +124.7% | +137.5% | +142.1% |
| 5Y | +143.1% | +127.0% | +16.2% | +63.7% |
| All | +1,842.6% | +306.3% | +1,536.3% | +951.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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