+243.6%
UMC vs TECH
+638.4%
-394.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.0% | +0.1% | +4.8% | +4.9% |
| 30D | +7.7% | +0.7% | +7.0% | +7.4% |
| 3M | +1.7% | +36.3% | -34.7% | -9.4% |
| 6M | +113.9% | +25.6% | +88.3% | +92.3% |
| YTD | +168.9% | +23.7% | +145.2% | +142.6% |
| 1Y | +207.2% | +37.6% | +169.6% | +163.9% |
| 3Y | +227.7% | -6.6% | +234.3% | +206.5% |
| 5Y | +118.0% | -42.2% | +160.3% | +138.6% |
| 10Y | +1,682.1% | +187.6% | +1,494.6% | +935.9% |
| All | +243.6% | +638.4% | -394.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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