+151.6%
TE vs UMAC
+488.3%
-336.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -6.2% |
| 7D | +0.9% | -4.0% | +4.9% | +1.6% |
| 30D | -16.3% | -9.4% | -6.9% | -15.3% |
| 3M | -40.8% | +3.0% | -43.7% | -41.3% |
| 6M | -42.6% | +27.2% | -69.8% | -46.3% |
| YTD | -31.4% | +84.7% | -116.1% | -38.9% |
| 1Y | +144.9% | +136.5% | +8.4% | +110.5% |
| All | +151.6% | +488.3% | -336.6% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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