+144.1%
UMC vs TRU
-35.6%
+179.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | +9.0% | -2.7% | +11.7% | +9.7% |
| 30D | +17.2% | -2.0% | +19.3% | +17.5% |
| 3M | +11.4% | +18.4% | -7.0% | +4.0% |
| 6M | +137.5% | +8.9% | +128.6% | +126.7% |
| YTD | +193.1% | -8.9% | +202.0% | +192.9% |
| 1Y | +240.3% | -15.9% | +256.2% | +247.7% |
| 3Y | +262.2% | -1.1% | +263.3% | +230.5% |
| All | +144.1% | -35.6% | +179.7% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling