+115.0%
UMC vs TEM
-11.1%
+126.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.7% |
| 7D | -14.7% | -1.3% | -13.4% | -14.5% |
| 30D | -32.9% | -9.5% | -23.4% | -32.2% |
| 3M | -22.2% | +60.7% | -82.9% | -30.0% |
| 6M | +25.9% | +35.5% | -9.6% | +16.2% |
| YTD | +107.9% | +28.0% | +79.9% | +92.9% |
| 1Y | +115.0% | -10.5% | +125.5% | +122.9% |
| All | +115.0% | -11.1% | +126.1% | +122.9% |
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