+77.9%
TEM vs UMAC
+694.4%
-616.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.6% | -1.0% | -4.8% |
| 7D | -5.9% | -5.2% | -0.6% | -4.8% |
| 30D | +4.8% | -36.4% | +41.2% | +13.8% |
| 3M | +31.9% | -58.6% | +90.5% | +52.4% |
| 6M | +56.0% | -24.6% | +80.6% | +53.6% |
| YTD | +21.3% | -11.5% | +32.7% | +11.4% |
| 1Y | +5.4% | +16.9% | -11.5% | -9.0% |
| All | +77.9% | +694.4% | -616.5% | -31.2% |
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 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