+67.5%
TT vs UMAC
+549.5%
-482.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.3% | -9.8% | -0.6% |
| 7D | +1.6% | +14.7% | -13.1% | +1.2% |
| 30D | -7.3% | -0.5% | -6.8% | -7.4% |
| 3M | -2.6% | +0.5% | -3.1% | -3.0% |
| 6M | +5.9% | +57.9% | -52.0% | +3.7% |
| YTD | +15.4% | +103.9% | -88.5% | +12.1% |
| 1Y | +8.2% | +159.3% | -151.0% | +4.4% |
| All | +67.5% | +549.5% | -482.0% | +60.5% |
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