+115.0%
UMC vs TRMB
-31.2%
+146.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -17.3% | +15.2% | -5.4% |
| 7D | -14.7% | -15.7% | +1.0% | -17.1% |
| 30D | -32.9% | -7.8% | -25.1% | -33.0% |
| 3M | -22.2% | -9.3% | -12.9% | -22.3% |
| 6M | +25.9% | -20.8% | +46.7% | +27.7% |
| YTD | +107.9% | -30.8% | +138.7% | +104.4% |
| 1Y | +115.0% | -31.0% | +146.0% | +110.3% |
| All | +115.0% | -31.2% | +146.3% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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