+319.7%
UMC vs TSLQ
-97.2%
+416.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.2% |
| 7D | +9.0% | -6.6% | +15.6% | +8.2% |
| 30D | +17.2% | -24.3% | +41.5% | +13.8% |
| 3M | +11.4% | -3.6% | +15.0% | +13.4% |
| 6M | +137.5% | -12.0% | +149.5% | +143.0% |
| YTD | +193.1% | +1.4% | +191.7% | +204.9% |
| 1Y | +240.3% | -43.6% | +283.9% | +238.6% |
| 3Y | +262.2% | -95.4% | +357.6% | +216.9% |
| All | +319.7% | -97.2% | +416.9% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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