+281.4%
TER vs UMAC
+508.0%
-226.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.5% | +3.6% |
| 7D | +12.4% | +3.3% | +9.1% | +12.0% |
| 30D | +5.1% | -10.4% | +15.5% | +5.5% |
| 3M | +4.0% | +1.8% | +2.2% | +2.8% |
| 6M | +29.5% | +40.7% | -11.2% | +23.4% |
| YTD | +98.5% | +90.9% | +7.6% | +84.9% |
| 1Y | +234.1% | +151.8% | +82.3% | +206.8% |
| All | +281.4% | +508.0% | -226.6% | +240.1% |
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