+153.3%
TE vs UMAC
+473.8%
-320.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.1% | +1.0% |
| 7D | +0.2% | -3.4% | +3.6% | +0.8% |
| 30D | -5.9% | -15.1% | +9.2% | -3.8% |
| 3M | -45.6% | -10.8% | -34.8% | -45.0% |
| 6M | -43.4% | +15.7% | -59.0% | -46.3% |
| YTD | -31.0% | +80.1% | -111.1% | -38.3% |
| 1Y | +145.2% | +116.7% | +28.5% | +112.9% |
| All | +153.3% | +473.8% | -320.5% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling