+66.8%
TT vs UMAC
+508.0%
-441.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | -0.3% |
| 7D | +1.4% | +3.3% | -1.9% | +1.3% |
| 30D | -6.7% | -10.4% | +3.7% | -6.6% |
| 3M | -5.4% | +1.8% | -7.2% | -5.8% |
| 6M | +4.4% | +40.7% | -36.4% | +2.5% |
| YTD | +14.9% | +90.9% | -76.0% | +11.8% |
| 1Y | +9.3% | +151.8% | -142.5% | +5.5% |
| All | +66.8% | +508.0% | -441.2% | +60.1% |
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 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