+11.0%
TMUS vs UMAC
+195.7%
-184.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.7% |
| 7D | +6.5% | +10.1% | -3.6% | +6.6% |
| 30D | +11.3% | -39.1% | +50.4% | +10.9% |
| 3M | -2.9% | -56.2% | +53.3% | -3.3% |
| 6M | -10.5% | -16.2% | +5.7% | -10.8% |
| YTD | -14.4% | -7.1% | -7.3% | -14.9% |
| 1Y | -17.9% | +10.3% | -28.1% | -18.5% |
| All | +11.0% | +195.7% | -184.8% | +5.9% |
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