+154.7%
UMC vs TRMB
+1,383.7%
-1,229.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | +11.2% | +2.8% | +8.4% | +10.1% |
| 30D | -28.0% | -5.9% | -22.2% | -26.9% |
| 3M | -20.5% | -3.3% | -17.2% | -20.7% |
| 6M | -1.6% | +1.3% | -2.9% | -4.7% |
| YTD | +99.4% | -29.0% | +128.4% | +118.5% |
| 1Y | +120.4% | -27.8% | +148.2% | +139.7% |
| 3Y | +134.2% | +36.3% | +97.9% | +92.7% |
| 5Y | +78.8% | -35.8% | +114.7% | +95.7% |
| 10Y | +1,280.4% | +103.1% | +1,177.4% | +804.3% |
| All | +154.7% | +1,383.7% | -1,229.0% | -52.8% |
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