+142.7%
TQQQ vs UMAC
+488.3%
-345.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | 0.0% | -3.0% |
| 7D | -3.9% | -4.0% | +0.1% | -3.6% |
| 30D | -5.3% | -9.4% | +4.1% | -4.9% |
| 3M | +0.1% | +3.0% | -2.8% | -1.2% |
| 6M | +40.7% | +27.2% | +13.5% | +33.4% |
| YTD | +31.8% | +84.7% | -52.9% | +20.2% |
| 1Y | +48.2% | +136.5% | -88.3% | +31.7% |
| All | +142.7% | +488.3% | -345.5% | +102.9% |
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