+254.9%
TER vs UMAC
+494.0%
-239.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.1% | +8.5% | +5.7% |
| 7D | +0.6% | -0.9% | +1.5% | +0.7% |
| 30D | -8.3% | -7.7% | -0.6% | -8.2% |
| 3M | -12.2% | -26.4% | +14.2% | -11.3% |
| 6M | +17.1% | +61.9% | -44.8% | +10.7% |
| YTD | +84.7% | +86.5% | -1.8% | +72.5% |
| 1Y | +199.9% | +156.3% | +43.6% | +175.7% |
| All | +254.9% | +494.0% | -239.1% | +217.1% |
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 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