+1,341.4%
UMC vs TPR
+378.8%
+962.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.6% | +7.3% |
| 7D | +0.1% | +6.4% | -6.3% | -1.6% |
| 30D | -28.7% | +13.8% | -42.4% | -31.2% |
| 3M | -15.1% | -16.6% | +1.5% | -12.5% |
| 6M | +5.0% | +0.7% | +4.3% | +3.1% |
| YTD | +108.2% | +5.3% | +102.8% | +100.8% |
| 1Y | +121.7% | +32.4% | +89.4% | +102.1% |
| 3Y | +139.8% | +406.4% | -266.6% | +52.3% |
| 5Y | +85.1% | +227.9% | -142.8% | +27.1% |
| 10Y | +1,341.4% | +371.7% | +969.7% | +785.7% |
| All | +1,341.4% | +378.8% | +962.5% | +785.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling