+60.5%
TEM vs UMAC
+1,573.2%
-1,512.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.5% |
| 7D | +0.9% | -0.9% | +1.8% | +1.0% |
| 30D | +38.4% | -7.7% | +46.0% | +38.4% |
| 3M | +23.7% | -26.4% | +50.1% | +26.8% |
| 6M | +26.0% | +61.9% | -35.9% | +5.5% |
| YTD | +9.4% | +86.5% | -77.1% | -12.0% |
| 1Y | -17.3% | +156.3% | -173.6% | -38.9% |
| All | +60.5% | +1,573.2% | -1,512.7% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling