+260.9%
UMC vs TRMB
+1,467.5%
-1,206.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.2% | +5.5% |
| 7D | +6.6% | -0.3% | +6.9% | +6.6% |
| 30D | +16.6% | -1.2% | +17.8% | +16.6% |
| 3M | +11.0% | +9.6% | +1.4% | +5.4% |
| 6M | +131.3% | -16.1% | +147.4% | +142.7% |
| YTD | +182.5% | -25.0% | +207.5% | +206.5% |
| 1Y | +222.3% | -27.7% | +250.0% | +253.8% |
| 3Y | +253.0% | +15.3% | +237.7% | +211.7% |
| 5Y | +141.8% | -37.4% | +179.2% | +170.0% |
| 10Y | +1,772.2% | +117.5% | +1,654.8% | +1,104.1% |
| All | +260.9% | +1,467.5% | -1,206.5% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling