+251.3%
TRGP vs UMAC
+549.5%
-298.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.3% | -7.9% | +1.4% |
| 7D | -0.6% | +14.7% | -15.3% | -0.7% |
| 30D | +14.6% | -0.5% | +15.1% | +14.5% |
| 3M | +11.9% | +0.5% | +11.4% | +11.8% |
| 6M | +25.3% | +57.9% | -32.7% | +23.8% |
| YTD | +61.9% | +103.9% | -42.1% | +59.0% |
| 1Y | +87.3% | +159.3% | -72.0% | +82.8% |
| All | +251.3% | +549.5% | -298.2% | +242.3% |
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