+189.4%
UMC vs TEM
+46.9%
+142.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -2.2% |
| 7D | +11.4% | -9.2% | +20.5% | +12.1% |
| 30D | +16.8% | +5.5% | +11.3% | +15.7% |
| 3M | +19.1% | +18.7% | +0.4% | +16.6% |
| 6M | +137.4% | +15.4% | +122.0% | +132.3% |
| YTD | +186.4% | -0.5% | +186.9% | +182.4% |
| 1Y | +229.1% | -24.8% | +253.9% | +229.3% |
| All | +189.4% | +46.9% | +142.6% | +176.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling