+253.9%
UMC vs TW
+20.3%
+233.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.6% |
| 7D | +11.4% | -2.7% | +14.1% | +11.1% |
| 30D | +16.8% | -1.7% | +18.5% | +16.6% |
| 3M | +19.1% | +1.6% | +17.5% | +19.3% |
| 6M | +137.4% | -17.7% | +155.1% | +141.4% |
| YTD | +186.4% | -4.3% | +190.7% | +185.1% |
| 1Y | +229.1% | -13.1% | +242.2% | +232.8% |
| All | +253.9% | +20.3% | +233.6% | +234.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling