+59.6%
TT vs UMAC
+216.2%
-156.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +3.5% | -2.9% | +6.4% | +3.5% |
| 30D | -11.0% | -35.6% | +24.6% | -10.2% |
| 3M | -12.0% | -51.3% | +39.3% | -10.8% |
| 6M | -10.4% | -17.5% | +7.1% | -10.8% |
| YTD | +9.9% | -0.7% | +10.6% | +8.4% |
| 1Y | +1.5% | +16.5% | -15.0% | -0.4% |
| All | +59.6% | +216.2% | -156.7% | +55.2% |
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