+120.4%
UMC vs TMF
-30.5%
+150.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | +11.2% | -9.3% | +20.5% | +12.5% |
| 30D | -28.0% | +1.9% | -30.0% | -28.9% |
| 3M | -20.5% | -11.2% | -9.3% | -18.5% |
| 6M | -1.6% | -17.7% | +16.1% | +3.1% |
| YTD | +99.4% | -24.5% | +123.8% | +107.3% |
| 1Y | +120.4% | -29.4% | +149.8% | +127.9% |
| All | +120.4% | -30.5% | +150.9% | +127.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling