+278.7%
UMC vs TTMI
+497.9%
-219.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.9% | +7.9% | +5.0% |
| 7D | +13.6% | +7.5% | +6.1% | +11.4% |
| 30D | +20.8% | -4.5% | +25.2% | +21.5% |
| 3M | +16.1% | -28.5% | +44.7% | +26.5% |
| 6M | +137.3% | +28.4% | +108.9% | +118.3% |
| YTD | +193.8% | +80.1% | +113.7% | +141.9% |
| 1Y | +236.1% | +161.0% | +75.1% | +145.8% |
| 3Y | +267.1% | +862.4% | -595.3% | +80.6% |
| 5Y | +145.3% | +812.9% | -667.7% | +19.8% |
| 10Y | +1,857.3% | +1,094.7% | +762.6% | +718.2% |
| All | +278.7% | +497.9% | -219.2% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling