+144.1%
UMC vs TRGP
+628.1%
-484.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | +9.0% | +0.1% | +8.9% | +9.0% |
| 30D | +17.2% | +8.0% | +9.2% | +14.6% |
| 3M | +11.4% | +8.3% | +3.1% | +8.6% |
| 6M | +137.5% | +23.9% | +113.6% | +121.4% |
| YTD | +193.1% | +59.6% | +133.5% | +152.6% |
| 1Y | +240.3% | +79.4% | +160.9% | +181.3% |
| 3Y | +262.2% | +269.4% | -7.2% | +122.4% |
| All | +144.1% | +628.1% | -484.0% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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