+115.0%
UMC vs TRI
-22.4%
+137.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.5% | -0.5% |
| 7D | -14.7% | +1.0% | -15.6% | -14.2% |
| 30D | -32.9% | +20.8% | -53.6% | -29.5% |
| 3M | -22.2% | +8.1% | -30.3% | -19.6% |
| 6M | +25.9% | +24.2% | +1.7% | +39.3% |
| YTD | +107.9% | -7.8% | +115.7% | +118.0% |
| 1Y | +115.0% | -16.7% | +131.7% | +133.3% |
| All | +115.0% | -22.4% | +137.5% | +133.3% |
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