+77.9%
TRGP vs UMAC
+164.0%
-86.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.2% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | +11.5% | -7.7% | +19.2% | +11.6% |
| 3M | +9.0% | -26.4% | +35.4% | +9.4% |
| 6M | +20.5% | +61.9% | -41.4% | +21.0% |
| YTD | +59.5% | +86.5% | -27.0% | +60.2% |
| 1Y | +77.9% | +156.3% | -78.4% | +96.8% |
| All | +77.9% | +164.0% | -86.1% | +96.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling