+1,080.8%
UMC vs TDG
+12,853.5%
-11,772.7%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +11.4% | -2.7% | +14.1% | +12.5% |
| 30D | +16.8% | -9.3% | +26.1% | +21.2% |
| 3M | +19.1% | -7.1% | +26.1% | +21.9% |
| 6M | +137.4% | -11.2% | +148.6% | +146.6% |
| YTD | +186.4% | -15.3% | +201.6% | +202.2% |
| 1Y | +229.1% | -12.5% | +241.5% | +241.5% |
| 3Y | +257.9% | +51.2% | +206.7% | +191.1% |
| 5Y | +137.5% | +126.1% | +11.4% | +62.9% |
| 10Y | +1,808.2% | +536.2% | +1,271.9% | +596.4% |
| All | +1,080.8% | +12,853.5% | -11,772.7% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling