+115.0%
UMC vs TTMI
+9.6%
+105.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.1% | +8.0% | +0.8% |
| 7D | -14.7% | -19.2% | +4.5% | -9.5% |
| 30D | -32.9% | -44.9% | +12.0% | -22.1% |
| 3M | -22.2% | -44.7% | +22.6% | -10.3% |
| 6M | +25.9% | -53.4% | +79.3% | +52.8% |
| YTD | +107.9% | +6.3% | +101.6% | +132.2% |
| 1Y | +115.0% | +10.7% | +104.3% | +136.9% |
| All | +115.0% | +9.6% | +105.4% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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