+207.2%
UMC vs TRI
-38.3%
+245.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.4% | +10.0% | +3.7% |
| 7D | +5.0% | -0.5% | +5.5% | +4.9% |
| 30D | +7.7% | +7.9% | -0.2% | +9.2% |
| 3M | +1.7% | +24.1% | -22.4% | +7.2% |
| 6M | +113.9% | +3.8% | +110.1% | +127.1% |
| YTD | +168.9% | -16.9% | +185.8% | +186.6% |
| 1Y | +207.2% | -38.4% | +245.6% | +245.4% |
| All | +207.2% | -38.3% | +245.5% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling