+46.6%
TEM vs UMAC
+1,516.2%
-1,469.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +0.9% |
| 7D | -8.7% | -3.4% | -5.3% | -8.2% |
| 30D | +8.1% | -15.1% | +23.2% | +9.6% |
| 3M | +19.0% | -10.8% | +29.8% | +17.9% |
| 6M | +12.0% | +15.7% | -3.7% | +0.1% |
| YTD | -0.1% | +80.1% | -80.2% | -19.2% |
| 1Y | -33.5% | +116.7% | -150.2% | -49.4% |
| All | +46.6% | +1,516.2% | -1,469.6% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling