+74.0%
UMC vs TMF
-88.4%
+162.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | -9.2% | +0.6% | -9.8% | -9.2% |
| 30D | -35.1% | +16.3% | -51.5% | -35.4% |
| 3M | -20.5% | -2.7% | -17.8% | -20.4% |
| 6M | -1.7% | -13.2% | +11.4% | -1.5% |
| YTD | +92.8% | -16.7% | +109.5% | +93.3% |
| 1Y | +104.5% | -22.7% | +127.2% | +105.2% |
| 3Y | +129.8% | -26.1% | +155.9% | +130.4% |
| 5Y | +74.0% | -88.4% | +162.4% | +67.6% |
| All | +74.0% | -88.4% | +162.4% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling