+1,736.9%
UMC vs TRU
+225.6%
+1,511.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +11.4% | -9.4% | +20.8% | +14.2% |
| 30D | +16.8% | -4.1% | +20.9% | +17.7% |
| 3M | +19.1% | +13.6% | +5.5% | +12.7% |
| 6M | +137.4% | +3.6% | +133.9% | +130.1% |
| YTD | +186.4% | -9.8% | +196.2% | +186.4% |
| 1Y | +229.1% | -13.6% | +242.7% | +231.7% |
| 3Y | +257.9% | -2.0% | +259.8% | +229.2% |
| 5Y | +137.5% | -35.8% | +173.4% | +142.6% |
| 10Y | +1,808.2% | +142.9% | +1,665.2% | +1,337.8% |
| All | +1,736.9% | +225.6% | +1,511.4% | +1,237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling