+229.1%
UMC vs TT
+7.0%
+222.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.0% |
| 7D | +11.4% | -1.0% | +12.4% | +11.9% |
| 30D | +16.8% | -8.9% | +25.7% | +22.2% |
| 3M | +19.1% | -1.8% | +20.9% | +22.7% |
| 6M | +137.4% | +1.9% | +135.5% | +142.7% |
| YTD | +186.4% | +13.8% | +172.6% | +199.4% |
| 1Y | +229.1% | +6.1% | +222.9% | +253.0% |
| All | +229.1% | +7.0% | +222.1% | +253.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling