+236.1%
UMC vs TMF
-23.1%
+259.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.6% | +4.1% |
| 7D | +13.6% | -0.9% | +14.5% | +13.7% |
| 30D | +20.8% | -1.0% | +21.7% | +20.9% |
| 3M | +16.1% | -11.3% | +27.4% | +17.4% |
| 6M | +137.3% | -22.7% | +160.0% | +131.2% |
| YTD | +193.8% | -17.3% | +211.1% | +193.7% |
| 1Y | +236.1% | -22.5% | +258.6% | +234.4% |
| All | +236.1% | -23.1% | +259.2% | +234.4% |
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