+144.1%
UMC vs TENB
-35.4%
+179.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.0% | +8.3% | +3.6% |
| 7D | +9.0% | -12.1% | +21.1% | +11.8% |
| 30D | +17.2% | -18.6% | +35.9% | +21.5% |
| 3M | +11.4% | +12.1% | -0.7% | +6.5% |
| 6M | +137.5% | +46.8% | +90.7% | +111.5% |
| YTD | +193.1% | +28.0% | +165.1% | +168.1% |
| 1Y | +240.3% | -1.4% | +241.7% | +232.1% |
| 3Y | +262.2% | -33.9% | +296.1% | +280.0% |
| All | +144.1% | -35.4% | +179.6% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 5y: compounded portfolio wealth divided by compounded TENB 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…
5y analysis · Full analysis span regression · 6 months rolling