+217.0%
TPR vs UMAC
+197.5%
+19.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.8% | -1.4% |
| 7D | +14.2% | -23.4% | +37.6% | +15.1% |
| 30D | +17.1% | -45.6% | +62.7% | +19.6% |
| 3M | -17.7% | -50.9% | +33.2% | -16.0% |
| 6M | -10.2% | -16.5% | +6.4% | -11.7% |
| YTD | +4.9% | -6.6% | +11.5% | +1.3% |
| 1Y | +36.1% | +10.7% | +25.4% | +29.8% |
| All | +217.0% | +197.5% | +19.5% | +172.5% |
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