+1,842.6%
UMC vs TRMB
+121.9%
+1,720.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +1.8% |
| 7D | +9.0% | -3.0% | +12.0% | +10.2% |
| 30D | +17.2% | +2.3% | +14.9% | +15.8% |
| 3M | +11.4% | +15.3% | -3.9% | +3.9% |
| 6M | +137.5% | -14.7% | +152.2% | +147.9% |
| YTD | +193.1% | -26.4% | +219.5% | +221.2% |
| 1Y | +240.3% | -30.4% | +270.7% | +280.7% |
| 3Y | +262.2% | +13.5% | +248.7% | +217.7% |
| 5Y | +143.1% | -38.6% | +181.7% | +168.8% |
| All | +1,842.6% | +121.9% | +1,720.7% | +1,454.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling