-72.0%
TTD vs UMAC
+2.9%
-74.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -10.9% | +13.8% | +2.7% |
| 7D | +3.7% | -26.0% | +29.7% | +3.1% |
| 30D | +10.4% | -40.3% | +50.7% | +9.4% |
| 3M | -31.6% | -51.1% | +19.6% | -32.3% |
| 6M | -45.1% | -5.6% | -39.5% | -45.4% |
| YTD | -65.1% | +2.3% | -67.4% | -66.6% |
| 1Y | -72.0% | +7.9% | -79.9% | -73.3% |
| All | -72.0% | +2.9% | -74.9% | -73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling