+253.9%
UMC vs TD
+125.8%
+128.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.9% |
| 7D | +11.4% | -2.6% | +14.0% | +12.5% |
| 30D | +16.8% | -1.0% | +17.8% | +17.2% |
| 3M | +19.1% | +5.6% | +13.5% | +16.3% |
| 6M | +137.4% | +27.1% | +110.3% | +115.7% |
| YTD | +186.4% | +29.4% | +157.0% | +158.0% |
| 1Y | +229.1% | +60.7% | +168.4% | +171.7% |
| All | +253.9% | +125.8% | +128.1% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling