+81.3%
TRV vs UMAC
+473.8%
-392.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.5% | +2.1% |
| 7D | +1.9% | -3.4% | +5.3% | +1.9% |
| 30D | +1.7% | -15.1% | +16.8% | +1.7% |
| 3M | +23.9% | -10.8% | +34.7% | +24.0% |
| 6M | +26.3% | +15.7% | +10.6% | +26.3% |
| YTD | +30.8% | +80.1% | -49.3% | +30.6% |
| 1Y | +36.3% | +116.7% | -80.4% | +35.9% |
| All | +81.3% | +473.8% | -392.5% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling