+45.9%
TEM vs UMAC
+1,557.0%
-1,511.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.6% |
| 7D | -9.2% | -4.0% | -5.2% | -8.6% |
| 30D | +5.5% | -9.4% | +14.9% | +5.7% |
| 3M | +18.7% | +3.0% | +15.7% | +14.5% |
| 6M | +15.4% | +27.2% | -11.8% | +1.3% |
| YTD | -0.5% | +84.7% | -85.2% | -20.0% |
| 1Y | -24.8% | +136.5% | -161.3% | -43.7% |
| All | +45.9% | +1,557.0% | -1,511.1% | -50.6% |
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