+180.7%
TPR vs UMAC
+549.5%
-368.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +9.3% | -13.1% | -4.1% |
| 7D | -3.4% | +14.7% | -18.1% | -3.9% |
| 30D | -27.3% | -0.5% | -26.8% | -27.5% |
| 3M | -16.2% | +0.5% | -16.7% | -17.0% |
| 6M | -17.9% | +57.9% | -75.8% | -21.4% |
| YTD | -7.1% | +103.9% | -111.0% | -12.7% |
| 1Y | +13.6% | +159.3% | -145.7% | +4.9% |
| All | +180.7% | +549.5% | -368.8% | +134.9% |
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 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