+253.9%
UMC vs TPR
+286.9%
-33.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | +11.4% | -5.1% | +16.5% | +12.4% |
| 30D | +16.8% | -27.6% | +44.3% | +23.7% |
| 3M | +19.1% | -17.5% | +36.6% | +22.4% |
| 6M | +137.4% | -21.3% | +158.8% | +145.6% |
| YTD | +186.4% | -8.5% | +194.8% | +185.9% |
| 1Y | +229.1% | +11.5% | +217.6% | +213.2% |
| All | +253.9% | +286.9% | -33.1% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling