+76.6%
TRV vs UMAC
+508.0%
-431.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +0.3% |
| 7D | +0.2% | +3.3% | -3.1% | +0.2% |
| 30D | -2.3% | -10.4% | +8.1% | -2.3% |
| 3M | +22.7% | +1.8% | +20.9% | +22.8% |
| 6M | +21.9% | +40.7% | -18.8% | +21.9% |
| YTD | +27.5% | +90.9% | -63.4% | +27.2% |
| 1Y | +36.2% | +151.8% | -115.5% | +35.7% |
| All | +76.6% | +508.0% | -431.4% | +76.1% |
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