+185.5%
UMC vs TEM
+60.7%
+124.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.1% |
| 7D | +6.6% | +3.2% | +3.4% | +6.3% |
| 30D | +16.6% | +23.5% | -7.0% | +14.1% |
| 3M | +11.0% | +32.3% | -21.3% | +7.9% |
| 6M | +131.3% | +23.0% | +108.3% | +125.2% |
| YTD | +182.5% | +8.9% | +173.6% | +176.7% |
| 1Y | +222.3% | -19.9% | +242.1% | +220.9% |
| All | +185.5% | +60.7% | +124.8% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling