+18.7%
TGT vs UMAC
+473.8%
-455.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.1% |
| 7D | -5.2% | -3.4% | -1.8% | -5.2% |
| 30D | +1.2% | -15.1% | +16.3% | +1.3% |
| 3M | +18.4% | -10.8% | +29.2% | +18.3% |
| 6M | +33.4% | +15.7% | +17.8% | +32.0% |
| YTD | +63.8% | +80.1% | -16.3% | +60.0% |
| 1Y | +77.2% | +116.7% | -39.6% | +71.8% |
| All | +18.7% | +473.8% | -455.1% | +14.8% |
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