+10.9%
TSN vs UMAC
+488.3%
-477.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.4% |
| 7D | +1.4% | -4.0% | +5.4% | +1.4% |
| 30D | -6.2% | -9.4% | +3.2% | -6.2% |
| 3M | -5.7% | +3.0% | -8.6% | -5.6% |
| 6M | -11.4% | +27.2% | -38.6% | -11.4% |
| YTD | -8.2% | +84.7% | -92.9% | -8.7% |
| 1Y | -2.0% | +136.5% | -138.5% | -3.1% |
| All | +10.9% | +488.3% | -477.4% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling