-81.2%
TTD vs UMAC
+488.3%
-569.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +0.7% |
| 7D | -7.4% | -4.0% | -3.4% | -7.4% |
| 30D | +3.0% | -9.4% | +12.4% | +3.1% |
| 3M | -27.6% | +3.0% | -30.6% | -27.8% |
| 6M | -49.5% | +27.2% | -76.7% | -50.2% |
| YTD | -63.2% | +84.7% | -147.9% | -64.2% |
| 1Y | -69.7% | +136.5% | -206.2% | -70.8% |
| All | -81.2% | +488.3% | -569.5% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling