+240.3%
UMC vs TW
-14.2%
+254.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +1.9% |
| 7D | +9.0% | -4.5% | +13.5% | +6.8% |
| 30D | +17.2% | -2.3% | +19.5% | +16.2% |
| 3M | +11.4% | +2.6% | +8.8% | +13.5% |
| 6M | +137.5% | -17.5% | +155.1% | +133.2% |
| YTD | +193.1% | -5.3% | +198.4% | +188.7% |
| 1Y | +240.3% | -14.8% | +255.1% | +238.2% |
| All | +240.3% | -14.2% | +254.5% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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