+253.9%
UMC vs TTMI
+844.7%
-590.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | +11.4% | +6.0% | +5.4% | +9.7% |
| 30D | +16.8% | -6.4% | +23.2% | +18.2% |
| 3M | +19.1% | -28.9% | +48.0% | +28.4% |
| 6M | +137.4% | +26.9% | +110.6% | +130.3% |
| YTD | +186.4% | +77.3% | +109.1% | +158.5% |
| 1Y | +229.1% | +147.5% | +81.6% | +173.4% |
| All | +253.9% | +844.7% | -590.8% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling