+141.8%
UMC vs TPR
+230.0%
-88.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.7% | +8.8% | +6.2% |
| 7D | +6.6% | -3.4% | +10.0% | +7.6% |
| 30D | +16.6% | -27.3% | +43.9% | +27.7% |
| 3M | +11.0% | -16.2% | +27.3% | +15.8% |
| 6M | +131.3% | -17.9% | +149.2% | +141.2% |
| YTD | +182.5% | -7.1% | +189.6% | +180.8% |
| 1Y | +222.3% | +13.6% | +208.6% | +196.9% |
| 3Y | +253.0% | +293.7% | -40.7% | +85.8% |
| 5Y | +141.8% | +239.1% | -97.3% | +29.8% |
| All | +141.8% | +230.0% | -88.1% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling