+253.9%
UMC vs TRMB
+10.8%
+243.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +11.4% | -5.4% | +16.8% | +12.2% |
| 30D | +16.8% | -2.0% | +18.8% | +16.9% |
| 3M | +19.1% | +12.3% | +6.8% | +15.7% |
| 6M | +137.4% | -17.6% | +155.0% | +146.9% |
| YTD | +186.4% | -27.5% | +213.8% | +206.2% |
| 1Y | +229.1% | -29.1% | +258.2% | +253.6% |
| All | +253.9% | +10.8% | +243.0% | +220.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling