+274.5%
UMC vs TDY
+2,216.7%
-1,942.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.8% |
| 3M | +11.4% | -3.2% | +14.6% | +13.1% |
| 6M | +137.5% | -7.9% | +145.4% | +146.0% |
| YTD | +193.1% | +18.2% | +174.9% | +171.1% |
| 1Y | +240.3% | +6.7% | +233.6% | +228.4% |
| 3Y | +262.2% | +47.5% | +214.6% | +197.4% |
| 5Y | +143.1% | +39.5% | +103.6% | +103.7% |
| 10Y | +1,853.0% | +477.2% | +1,375.8% | +698.6% |
| All | +274.5% | +2,216.7% | -1,942.2% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling