+270.0%
UMC vs TPR
+7,380.8%
-7,110.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.0% | -2.3% | +7.3% | +5.8% |
| 30D | +7.7% | -23.0% | +30.6% | +17.3% |
| 3M | +1.7% | -12.5% | +14.1% | +5.3% |
| 6M | +113.9% | -21.4% | +135.4% | +128.9% |
| YTD | +168.9% | -3.5% | +172.4% | +164.8% |
| 1Y | +207.2% | +17.4% | +189.8% | +179.6% |
| 3Y | +227.7% | +291.3% | -63.6% | +78.9% |
| 5Y | +118.0% | +241.9% | -123.9% | +21.2% |
| 10Y | +1,682.1% | +322.7% | +1,359.5% | +631.2% |
| All | +270.0% | +7,380.8% | -7,110.8% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling