+171.5%
TPR vs UMAC
+508.0%
-336.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -3.0% |
| 7D | -7.3% | +3.3% | -10.6% | -7.5% |
| 30D | -30.7% | -10.4% | -20.3% | -30.6% |
| 3M | -21.6% | +1.8% | -23.4% | -22.4% |
| 6M | -21.3% | +40.7% | -62.1% | -24.3% |
| YTD | -10.2% | +90.9% | -101.1% | -15.4% |
| 1Y | +9.5% | +151.8% | -142.3% | +1.3% |
| All | +171.5% | +508.0% | -336.5% | +127.7% |
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