+253.0%
UMC vs TT
+121.9%
+131.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | +6.6% | +1.6% | +5.0% | +5.9% |
| 30D | +16.6% | -7.3% | +23.9% | +20.3% |
| 3M | +11.0% | -2.6% | +13.6% | +13.1% |
| 6M | +131.3% | +5.9% | +125.4% | +128.5% |
| YTD | +182.5% | +15.4% | +167.1% | +170.8% |
| 1Y | +222.3% | +8.2% | +214.0% | +215.8% |
| 3Y | +253.0% | +122.7% | +130.4% | +166.1% |
| All | +253.0% | +121.9% | +131.2% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling