+207.2%
UMC vs TEM
-15.5%
+222.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.6% | +4.6% |
| 7D | +5.0% | +0.9% | +4.0% | +4.8% |
| 30D | +7.7% | +38.4% | -30.7% | +0.7% |
| 3M | +1.7% | +23.7% | -22.0% | -3.4% |
| 6M | +113.9% | +26.0% | +87.9% | +101.6% |
| YTD | +168.9% | +9.4% | +159.5% | +157.6% |
| 1Y | +207.2% | -17.3% | +224.5% | +216.5% |
| All | +207.2% | -15.5% | +222.7% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling