+1,020.8%
UMC vs TEL
+707.4%
+313.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.1% | +4.1% |
| 7D | +13.6% | +1.2% | +12.4% | +12.6% |
| 30D | +20.8% | -4.1% | +24.9% | +23.6% |
| 3M | +16.1% | -2.6% | +18.7% | +17.5% |
| 6M | +137.3% | 0.0% | +137.3% | +134.5% |
| YTD | +193.8% | -9.1% | +202.8% | +204.8% |
| 1Y | +236.1% | -0.8% | +236.9% | +228.1% |
| 3Y | +267.1% | +67.4% | +199.7% | +148.8% |
| 5Y | +145.3% | +51.8% | +93.5% | +77.1% |
| 10Y | +1,857.3% | +299.4% | +1,557.9% | +600.1% |
| All | +1,020.8% | +707.4% | +313.4% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling