+144.1%
UMC vs TD
+125.7%
+18.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.9% |
| 7D | +9.0% | -0.5% | +9.5% | +9.3% |
| 30D | +17.2% | -1.9% | +19.1% | +18.4% |
| 3M | +11.4% | +4.8% | +6.7% | +8.0% |
| 6M | +137.5% | +28.0% | +109.5% | +104.4% |
| YTD | +193.1% | +30.3% | +162.8% | +148.6% |
| 1Y | +240.3% | +59.8% | +180.5% | +153.8% |
| 3Y | +262.2% | +124.7% | +137.5% | +112.6% |
| All | +144.1% | +125.7% | +18.5% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling