+1,857.3%
UMC vs TPR
+299.5%
+1,557.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +4.8% |
| 7D | +13.6% | -7.3% | +20.9% | +15.5% |
| 30D | +20.8% | -30.7% | +51.5% | +30.7% |
| 3M | +16.1% | -21.6% | +37.8% | +21.9% |
| 6M | +137.3% | -21.3% | +158.6% | +147.7% |
| YTD | +193.8% | -10.2% | +203.9% | +195.8% |
| 1Y | +236.1% | +9.5% | +226.6% | +221.6% |
| 3Y | +267.1% | +280.8% | -13.7% | +150.6% |
| 5Y | +145.3% | +218.7% | -73.4% | +71.4% |
| 10Y | +1,857.3% | +306.7% | +1,550.7% | +1,127.3% |
| All | +1,857.3% | +299.5% | +1,557.9% | +1,127.3% |
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