+115.0%
UMC vs TPR
+20.9%
+94.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -2.4% |
| 7D | -14.7% | +12.6% | -27.3% | -15.6% |
| 30D | -32.9% | +7.1% | -40.0% | -33.3% |
| 3M | -22.2% | -19.4% | -2.8% | -19.7% |
| 6M | +25.9% | -9.7% | +35.6% | +26.6% |
| YTD | +107.9% | -1.0% | +108.9% | +105.6% |
| 1Y | +115.0% | +19.3% | +95.7% | +98.8% |
| All | +115.0% | +20.9% | +94.2% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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