+1,373.9%
UMC vs TRGP
+2,265.4%
-891.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.8% |
| 7D | +6.6% | -0.6% | +7.2% | +6.7% |
| 30D | +16.6% | +14.6% | +2.0% | +13.8% |
| 3M | +11.0% | +11.9% | -0.9% | +8.6% |
| 6M | +131.3% | +25.3% | +106.0% | +121.5% |
| YTD | +182.5% | +61.9% | +120.6% | +158.7% |
| 1Y | +222.3% | +87.3% | +135.0% | +187.3% |
| 3Y | +253.0% | +268.0% | -15.0% | +178.2% |
| 5Y | +141.8% | +638.2% | -496.4% | +69.9% |
| 10Y | +1,772.2% | +821.9% | +950.3% | +1,041.3% |
| All | +1,373.9% | +2,265.4% | -891.5% | +395.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling