+262.2%
UMC vs TDG
+52.1%
+210.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | +9.0% | -1.9% | +10.9% | +9.5% |
| 30D | +17.2% | -7.7% | +24.9% | +19.8% |
| 3M | +11.4% | -9.3% | +20.7% | +14.0% |
| 6M | +137.5% | -9.4% | +146.9% | +142.2% |
| YTD | +193.1% | -14.3% | +207.4% | +203.3% |
| 1Y | +240.3% | -11.8% | +252.1% | +248.1% |
| 3Y | +262.2% | +52.0% | +210.2% | +194.5% |
| All | +262.2% | +52.1% | +210.1% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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