+480.6%
UMC vs TRI
+507.2%
-26.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.8% | +5.0% |
| 7D | +13.6% | -8.4% | +22.0% | +18.1% |
| 30D | +20.8% | -6.5% | +27.2% | +23.5% |
| 3M | +16.1% | +18.6% | -2.4% | -0.8% |
| 6M | +137.3% | -10.4% | +147.7% | +133.4% |
| YTD | +193.8% | -23.7% | +217.5% | +208.9% |
| 1Y | +236.1% | -42.5% | +278.5% | +322.9% |
| 3Y | +267.1% | -19.3% | +286.4% | +253.9% |
| 5Y | +145.3% | -9.7% | +154.9% | +117.2% |
| 10Y | +1,857.3% | +194.4% | +1,662.9% | +593.0% |
| All | +480.6% | +507.2% | -26.6% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling