+260.9%
UMC vs TD
+2,119.4%
-1,858.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.7% |
| 7D | +6.6% | +0.9% | +5.7% | +5.8% |
| 30D | +16.6% | -0.7% | +17.2% | +16.9% |
| 3M | +11.0% | +6.3% | +4.8% | +6.0% |
| 6M | +131.3% | +27.9% | +103.4% | +93.2% |
| YTD | +182.5% | +29.8% | +152.7% | +132.4% |
| 1Y | +222.3% | +63.7% | +158.6% | +123.4% |
| 3Y | +253.0% | +128.3% | +124.7% | +87.2% |
| 5Y | +141.8% | +125.5% | +16.3% | +28.6% |
| 10Y | +1,772.2% | +296.7% | +1,475.5% | +482.4% |
| All | +260.9% | +2,119.4% | -1,858.4% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling