+144.1%
UMC vs TEL
+56.5%
+87.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +0.1% |
| 7D | +9.0% | +1.6% | +7.4% | +7.9% |
| 30D | +17.2% | -0.7% | +17.9% | +17.5% |
| 3M | +11.4% | +2.4% | +9.0% | +9.0% |
| 6M | +137.5% | +4.1% | +133.4% | +128.3% |
| YTD | +193.1% | -5.8% | +198.9% | +196.7% |
| 1Y | +240.3% | +0.9% | +239.4% | +226.2% |
| 3Y | +262.2% | +72.6% | +189.6% | +123.2% |
| All | +144.1% | +56.5% | +87.7% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling