+137.4%
UMC vs TRI
-10.9%
+148.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.9% |
| 7D | +11.4% | -14.4% | +25.7% | +6.4% |
| 30D | +16.8% | -8.1% | +24.9% | +14.3% |
| 3M | +19.1% | +17.5% | +1.6% | +30.4% |
| 6M | +137.4% | -5.0% | +142.4% | +145.7% |
| All | +137.4% | -10.9% | +148.3% | +145.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling