+144.1%
UMC vs TRMB
-39.0%
+183.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.7% |
| 3M | +11.4% | +15.3% | -3.9% | +3.3% |
| 6M | +137.5% | -14.7% | +152.2% | +149.7% |
| YTD | +193.1% | -26.4% | +219.5% | +226.0% |
| 1Y | +240.3% | -30.4% | +270.7% | +287.8% |
| 3Y | +262.2% | +13.5% | +248.7% | +200.8% |
| All | +144.1% | -39.0% | +183.1% | +193.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling