+236.1%
UMC vs TPR
+9.9%
+226.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +4.5% |
| 7D | +13.6% | -7.3% | +20.9% | +14.8% |
| 30D | +20.8% | -30.7% | +51.5% | +28.0% |
| 3M | +16.1% | -21.6% | +37.8% | +19.6% |
| 6M | +137.3% | -21.3% | +158.6% | +142.7% |
| YTD | +193.8% | -10.2% | +203.9% | +192.0% |
| 1Y | +236.1% | +9.5% | +226.6% | +215.7% |
| All | +236.1% | +9.9% | +226.2% | +215.7% |
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 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