-16.7%
TRI vs UMAC
+2.9%
-19.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -10.9% | +17.3% | +5.8% |
| 7D | +1.0% | -26.0% | +27.0% | -0.3% |
| 30D | +20.8% | -40.3% | +61.1% | +18.2% |
| 3M | +8.1% | -51.1% | +59.2% | +5.5% |
| 6M | +24.2% | -5.6% | +29.8% | +25.1% |
| YTD | -7.8% | +2.3% | -10.0% | -7.6% |
| 1Y | -16.7% | +7.9% | -24.5% | -16.9% |
| All | -16.7% | +2.9% | -19.6% | -16.9% |
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 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