+207.2%
UMC vs TPR
+18.2%
+189.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.6% |
| 7D | +5.0% | -2.7% | +7.6% | +5.4% |
| 30D | +7.7% | -23.3% | +30.9% | +12.2% |
| 3M | +1.7% | -12.8% | +14.5% | +2.9% |
| 6M | +113.9% | -21.7% | +135.6% | +119.6% |
| YTD | +168.9% | -3.9% | +172.8% | +164.8% |
| 1Y | +207.2% | +16.9% | +190.3% | +185.6% |
| All | +207.2% | +18.2% | +189.0% | +185.6% |
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