+243.6%
UMC vs TT
+5,720.9%
-5,477.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.7% | +4.1% |
| 7D | +5.0% | 0.0% | +5.0% | +4.9% |
| 30D | +7.7% | -7.2% | +14.8% | +12.4% |
| 3M | +1.7% | -3.0% | +4.6% | +4.0% |
| 6M | +113.9% | +1.4% | +112.6% | +112.2% |
| YTD | +168.9% | +15.9% | +153.0% | +143.9% |
| 1Y | +207.2% | +9.4% | +197.8% | +186.9% |
| 3Y | +227.7% | +124.4% | +103.3% | +90.4% |
| 5Y | +118.0% | +138.0% | -20.0% | +19.8% |
| 10Y | +1,682.1% | +886.4% | +795.7% | +257.4% |
| All | +243.6% | +5,720.9% | -5,477.4% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling