+160.6%
UMC vs TPG
+74.1%
+86.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +1.9% |
| 7D | +9.0% | -9.4% | +18.4% | +12.0% |
| 30D | +17.2% | -5.3% | +22.5% | +18.6% |
| 3M | +11.4% | +12.9% | -1.5% | +6.6% |
| 6M | +137.5% | +20.1% | +117.4% | +122.9% |
| YTD | +193.1% | -22.5% | +215.6% | +209.5% |
| 1Y | +240.3% | -19.7% | +260.0% | +252.7% |
| 3Y | +262.2% | +81.2% | +181.0% | +151.4% |
| All | +160.6% | +74.1% | +86.5% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling