+240.3%
UMC vs TTMI
+155.3%
+85.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +1.4% |
| 7D | +9.0% | +0.7% | +8.3% | +8.8% |
| 30D | +17.2% | -8.4% | +25.7% | +19.6% |
| 3M | +11.4% | -32.5% | +43.9% | +20.9% |
| 6M | +137.5% | +32.5% | +105.0% | +136.6% |
| YTD | +193.1% | +83.2% | +109.9% | +180.5% |
| 1Y | +240.3% | +161.7% | +78.6% | +206.0% |
| All | +240.3% | +155.3% | +85.0% | +206.0% |
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