+196.2%
UMC vs TEM
+47.5%
+148.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +9.0% | -8.7% | +17.7% | +9.7% |
| 30D | +17.2% | +8.1% | +9.2% | +15.9% |
| 3M | +11.4% | +19.0% | -7.6% | +9.1% |
| 6M | +137.5% | +12.0% | +125.5% | +132.8% |
| YTD | +193.1% | -0.1% | +193.2% | +188.9% |
| 1Y | +240.3% | -33.5% | +273.8% | +243.0% |
| All | +196.2% | +47.5% | +148.7% | +182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling