-80.7%
TTD vs UMAC
+473.8%
-554.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.7% |
| 7D | -0.6% | -3.4% | +2.8% | -0.6% |
| 30D | +6.3% | -15.1% | +21.4% | +6.4% |
| 3M | -24.1% | -10.8% | -13.4% | -24.1% |
| 6M | -47.4% | +15.7% | -63.1% | -48.1% |
| YTD | -62.2% | +80.1% | -142.4% | -63.3% |
| 1Y | -68.3% | +116.7% | -185.0% | -69.4% |
| All | -80.7% | +473.8% | -554.5% | -82.2% |
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 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