+999.2%
UMC vs TMF
-69.2%
+1,068.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | -9.2% | +0.6% | -9.8% | -9.1% |
| 30D | -35.1% | +16.3% | -51.5% | -34.0% |
| 3M | -20.5% | -2.7% | -17.8% | -20.6% |
| 6M | -1.7% | -13.2% | +11.4% | -3.1% |
| YTD | +92.8% | -16.7% | +109.5% | +89.5% |
| 1Y | +104.5% | -22.7% | +127.2% | +99.4% |
| 3Y | +129.8% | -26.1% | +155.9% | +127.0% |
| 5Y | +74.0% | -88.4% | +162.4% | +36.1% |
| 10Y | +1,198.4% | -81.8% | +1,280.3% | +1,076.0% |
| All | +999.2% | -69.2% | +1,068.4% | +1,225.0% |
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