+20.0%
TGT vs UMAC
+508.0%
-488.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.2% | -3.1% |
| 7D | -3.6% | +3.3% | -6.8% | -3.6% |
| 30D | +4.4% | -10.4% | +14.8% | +4.5% |
| 3M | +25.4% | +1.8% | +23.6% | +25.0% |
| 6M | +33.4% | +40.7% | -7.4% | +31.4% |
| YTD | +65.6% | +90.9% | -25.3% | +61.6% |
| 1Y | +80.3% | +151.8% | -71.5% | +74.3% |
| All | +20.0% | +508.0% | -488.0% | +16.0% |
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