+216.6%
TPR vs UMAC
+195.7%
+20.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +5.9% | -0.3% |
| 7D | -1.1% | +10.1% | -11.3% | -1.6% |
| 30D | +15.1% | -39.1% | +54.2% | +17.0% |
| 3M | -13.4% | -56.2% | +42.8% | -11.2% |
| 6M | +1.4% | -16.2% | +17.6% | -0.4% |
| YTD | +4.8% | -7.1% | +11.9% | +1.1% |
| 1Y | +29.2% | +10.3% | +18.9% | +23.2% |
| All | +216.6% | +195.7% | +20.9% | +172.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling