+12.0%
TSN vs UMAC
+473.8%
-461.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.0% |
| 7D | +3.0% | -3.4% | +6.4% | +3.0% |
| 30D | -4.2% | -15.1% | +10.9% | -4.2% |
| 3M | -3.9% | -10.8% | +6.9% | -3.8% |
| 6M | -9.8% | +15.7% | -25.5% | -9.9% |
| YTD | -7.3% | +80.1% | -87.4% | -7.8% |
| 1Y | -2.2% | +116.7% | -118.9% | -3.2% |
| All | +12.0% | +473.8% | -461.8% | +5.7% |
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