+115.0%
UMC vs TPG
+0.9%
+114.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.7% | -2.0% |
| 7D | -14.7% | +12.5% | -27.2% | -14.4% |
| 30D | -32.9% | +12.7% | -45.6% | -32.7% |
| 3M | -22.2% | +3.5% | -25.7% | -22.0% |
| 6M | +25.9% | +14.1% | +11.8% | +26.0% |
| YTD | +107.9% | -18.5% | +126.4% | +73.3% |
| 1Y | +115.0% | -1.8% | +116.8% | +82.9% |
| All | +115.0% | +0.9% | +114.1% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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