+1,272.7%
UMC vs TMF
-82.1%
+1,354.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.3% |
| 7D | +11.2% | -9.3% | +20.5% | +10.7% |
| 30D | -28.0% | +1.9% | -30.0% | -28.0% |
| 3M | -20.5% | -11.2% | -9.3% | -20.9% |
| 6M | -1.6% | -17.7% | +16.1% | -2.3% |
| YTD | +99.4% | -24.5% | +123.8% | +97.2% |
| 1Y | +120.4% | -29.4% | +149.8% | +117.3% |
| 3Y | +134.2% | -33.4% | +167.7% | +132.5% |
| 5Y | +78.8% | -88.7% | +167.5% | +53.3% |
| All | +1,272.7% | -82.1% | +1,354.8% | +1,138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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