-1.6%
TLT vs UMAC
+508.0%
-509.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.5% |
| 7D | -0.3% | +3.3% | -3.5% | -0.3% |
| 30D | 0.0% | -10.4% | +10.4% | 0.0% |
| 3M | -2.9% | +1.8% | -4.6% | -3.0% |
| 6M | -6.3% | +40.7% | -47.0% | -6.9% |
| YTD | -3.3% | +90.9% | -94.2% | -4.3% |
| 1Y | -4.2% | +151.8% | -156.0% | -5.6% |
| All | -1.6% | +508.0% | -509.6% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling