+1,333.4%
UMC vs TT
+738.6%
+594.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.0% | +6.0% | +6.5% |
| 7D | +0.1% | +3.5% | -3.4% | -1.0% |
| 30D | -28.7% | -11.0% | -17.7% | -24.5% |
| 3M | -15.1% | -12.0% | -3.1% | -9.8% |
| 6M | +5.0% | -10.4% | +15.4% | +11.1% |
| YTD | +108.2% | +9.9% | +98.3% | +101.1% |
| 1Y | +121.7% | +1.5% | +120.2% | +121.2% |
| 3Y | +139.8% | +93.7% | +46.1% | +77.8% |
| 5Y | +85.1% | +139.2% | -54.1% | +21.8% |
| All | +1,333.4% | +738.6% | +594.8% | +537.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling