+2.2%
TRMB vs UMAC
+494.0%
-491.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -1.0% |
| 7D | -2.5% | -0.9% | -1.6% | -2.5% |
| 30D | +1.5% | -7.7% | +9.2% | +1.6% |
| 3M | +6.8% | -26.4% | +33.2% | +7.2% |
| 6M | -14.9% | +61.9% | -76.8% | -17.4% |
| YTD | -24.1% | +86.5% | -110.6% | -26.9% |
| 1Y | -25.4% | +156.3% | -181.7% | -29.2% |
| All | +2.2% | +494.0% | -491.8% | -5.8% |
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 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