+2,626.5%
UMC vs TNA
+924.1%
+1,702.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | +9.0% | -7.3% | +16.3% | +11.1% |
| 30D | +17.2% | -14.2% | +31.4% | +21.7% |
| 3M | +11.4% | -4.6% | +16.0% | +13.0% |
| 6M | +137.5% | +36.9% | +100.6% | +118.9% |
| YTD | +193.1% | +42.5% | +150.6% | +165.3% |
| 1Y | +240.3% | +45.8% | +194.5% | +203.2% |
| 3Y | +262.2% | +104.7% | +157.5% | +167.8% |
| 5Y | +143.1% | -21.7% | +164.8% | +111.7% |
| 10Y | +1,853.0% | +83.8% | +1,769.2% | +957.3% |
| All | +2,626.5% | +924.1% | +1,702.4% | +397.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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