-24.7%
TMUS vs UMAC
+146.7%
-171.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.0% | -2.7% |
| 7D | -5.3% | +3.3% | -8.6% | -5.1% |
| 30D | +0.1% | -10.4% | +10.5% | -0.1% |
| 3M | -0.6% | +1.8% | -2.4% | +1.1% |
| 6M | -17.5% | +40.7% | -58.3% | -13.4% |
| YTD | -11.3% | +90.9% | -102.1% | -5.7% |
| All | -24.7% | +146.7% | -171.3% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling