-81.3%
TTD vs UMAC
+508.0%
-589.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | -0.9% |
| 7D | -4.6% | +3.3% | -7.9% | -4.7% |
| 30D | +3.7% | -10.4% | +14.1% | +3.7% |
| 3M | -30.2% | +1.8% | -32.0% | -30.4% |
| 6M | -51.4% | +40.7% | -92.1% | -52.2% |
| YTD | -63.4% | +90.9% | -154.3% | -64.5% |
| 1Y | -73.5% | +151.8% | -225.3% | -74.5% |
| All | -81.3% | +508.0% | -589.3% | -82.7% |
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