+11.0%
UMC vs TEL
-3.4%
+14.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.8% | +6.0% |
| 7D | +6.6% | -1.4% | +8.0% | +7.4% |
| 30D | +16.6% | -4.9% | +21.4% | +20.0% |
| 3M | +11.0% | +0.1% | +10.9% | +10.6% |
| All | +11.0% | -3.4% | +14.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 3mo: compounded portfolio wealth divided by compounded TEL 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…
3mo analysis · Full analysis span regression · Available span rolling