+144.1%
UMC vs TDY
+39.0%
+105.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +1.8% |
| 7D | +9.0% | -1.1% | +10.1% | +9.5% |
| 30D | +17.2% | -12.0% | +29.3% | +24.7% |
| 3M | +11.4% | -3.2% | +14.6% | +13.4% |
| 6M | +137.5% | -7.9% | +145.4% | +146.7% |
| YTD | +193.1% | +18.2% | +174.9% | +169.2% |
| 1Y | +240.3% | +6.7% | +233.6% | +227.9% |
| 3Y | +262.2% | +47.5% | +214.6% | +184.6% |
| All | +144.1% | +39.0% | +105.1% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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