+191.6%
TPR vs UMAC
+494.0%
-302.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -2.3% | -0.9% | -1.4% | -2.3% |
| 30D | -23.0% | -7.7% | -15.3% | -23.0% |
| 3M | -12.5% | -26.4% | +14.0% | -12.1% |
| 6M | -21.4% | +61.9% | -83.3% | -24.9% |
| YTD | -3.5% | +86.5% | -90.0% | -9.0% |
| 1Y | +17.4% | +156.3% | -139.0% | +8.4% |
| All | +191.6% | +494.0% | -302.4% | +144.9% |
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