+262.2%
UMC vs TRU
-1.3%
+263.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | +9.0% | -2.7% | +11.7% | +9.4% |
| 30D | +17.2% | -2.0% | +19.3% | +17.3% |
| 3M | +11.4% | +18.4% | -7.0% | +6.9% |
| 6M | +137.5% | +8.9% | +128.6% | +131.3% |
| YTD | +193.1% | -8.9% | +202.0% | +193.9% |
| 1Y | +240.3% | -15.9% | +256.2% | +246.5% |
| 3Y | +262.2% | -1.1% | +263.3% | +257.6% |
| All | +262.2% | -1.3% | +263.5% | +257.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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