-78.9%
TTD vs UMAC
+182.0%
-260.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +1.4% |
| 7D | +21.3% | -5.2% | +26.5% | +21.4% |
| 30D | +28.7% | -36.4% | +65.1% | +29.5% |
| 3M | +7.7% | -58.6% | +66.3% | +8.8% |
| 6M | -23.5% | -24.6% | +1.2% | -24.0% |
| YTD | -58.7% | -11.5% | -47.2% | -59.5% |
| 1Y | -63.4% | +16.9% | -80.3% | -64.4% |
| All | -78.9% | +182.0% | -260.9% | -80.3% |
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 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