+1,631.1%
UMC vs TW
+211.4%
+1,419.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.0% | +8.1% | +5.6% |
| 7D | +6.6% | -3.5% | +10.1% | +7.3% |
| 30D | +16.6% | +0.5% | +16.1% | +16.4% |
| 3M | +11.0% | +4.9% | +6.1% | +8.7% |
| 6M | +131.3% | -17.1% | +148.4% | +139.3% |
| YTD | +182.5% | -3.9% | +186.3% | +179.0% |
| 1Y | +222.3% | -13.3% | +235.5% | +227.2% |
| 3Y | +253.0% | +20.9% | +232.1% | +215.3% |
| 5Y | +141.8% | +20.5% | +121.3% | +109.1% |
| All | +1,631.1% | +211.4% | +1,419.6% | +1,260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling