-33.8%
TRI vs UMAC
+473.8%
-507.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.7% |
| 7D | -7.9% | -3.4% | -4.5% | -7.9% |
| 30D | -4.5% | -15.1% | +10.6% | -4.5% |
| 3M | +22.1% | -10.8% | +32.9% | +22.3% |
| 6M | -2.8% | +15.7% | -18.4% | -2.8% |
| YTD | -23.4% | +80.1% | -103.6% | -23.8% |
| 1Y | -41.5% | +116.7% | -158.2% | -42.1% |
| All | -33.8% | +473.8% | -507.6% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling