+15.0%
TMUS vs UMAC
+508.0%
-493.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.0% | -2.4% |
| 7D | -5.3% | +3.3% | -8.6% | -5.3% |
| 30D | +0.1% | -10.4% | +10.5% | +0.1% |
| 3M | -0.6% | +1.8% | -2.4% | -0.4% |
| 6M | -17.5% | +40.7% | -58.3% | -17.3% |
| YTD | -11.3% | +90.9% | -102.1% | -11.3% |
| 1Y | -25.4% | +151.8% | -177.2% | -25.8% |
| All | +15.0% | +508.0% | -493.0% | +10.3% |
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