+1,433.3%
UMC vs TMF
-68.9%
+1,502.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.6% |
| 7D | +5.0% | -1.4% | +6.4% | +4.8% |
| 30D | +7.7% | -2.8% | +10.5% | +7.4% |
| 3M | +1.7% | -10.9% | +12.6% | +0.4% |
| 6M | +113.9% | -21.3% | +135.2% | +108.5% |
| YTD | +168.9% | -15.9% | +184.8% | +164.3% |
| 1Y | +207.2% | -15.7% | +222.9% | +202.5% |
| 3Y | +227.7% | -43.4% | +271.0% | +213.5% |
| 5Y | +118.0% | -87.8% | +205.8% | +72.2% |
| 10Y | +1,682.1% | -86.7% | +1,768.9% | +1,423.5% |
| All | +1,433.3% | -68.9% | +1,502.2% | +1,748.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling