+17.9%
TMUS vs UMAC
+549.5%
-531.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.3% | -9.2% | +0.1% |
| 7D | -0.3% | +14.7% | -15.0% | -0.2% |
| 30D | +3.1% | -0.5% | +3.6% | +3.2% |
| 3M | +2.4% | +0.5% | +1.9% | +2.7% |
| 6M | -17.1% | +57.9% | -75.0% | -16.9% |
| YTD | -9.1% | +103.9% | -113.0% | -9.1% |
| 1Y | -23.6% | +159.3% | -182.9% | -24.0% |
| All | +17.9% | +549.5% | -531.6% | +13.0% |
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