-30.4%
TRMB vs UMAC
+129.0%
-159.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.5% |
| 7D | -3.0% | -3.4% | +0.4% | -3.0% |
| 30D | +2.3% | -15.1% | +17.4% | +2.6% |
| 3M | +15.3% | -10.8% | +26.1% | +15.5% |
| 6M | -14.7% | +15.7% | -30.4% | -16.5% |
| YTD | -26.4% | +80.1% | -106.5% | -30.8% |
| 1Y | -30.4% | +116.7% | -147.1% | -36.5% |
| All | -30.4% | +129.0% | -159.4% | -36.5% |
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