+154.7%
UMC vs TECH
+642.9%
-488.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | +11.2% | +0.1% | +11.1% | +11.1% |
| 30D | -28.0% | +0.5% | -28.6% | -28.2% |
| 3M | -20.5% | +1.1% | -21.6% | -20.8% |
| 6M | -1.6% | +62.8% | -64.4% | -17.7% |
| YTD | +99.4% | +24.5% | +74.9% | +79.5% |
| 1Y | +120.4% | +20.6% | +99.8% | +99.9% |
| 3Y | +134.2% | +29.5% | +104.8% | +94.3% |
| 5Y | +78.8% | -40.9% | +119.8% | +94.6% |
| 10Y | +1,280.4% | +189.5% | +1,090.9% | +702.8% |
| All | +154.7% | +642.9% | -488.2% | -8.0% |
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