-80.6%
TTD vs UMAC
+494.0%
-574.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -4.3% |
| 7D | +6.3% | -0.9% | +7.3% | +6.4% |
| 30D | -23.9% | -7.7% | -16.2% | -23.9% |
| 3M | -31.4% | -26.4% | -4.9% | -31.2% |
| 6M | -42.7% | +61.9% | -104.5% | -43.9% |
| YTD | -62.0% | +86.5% | -148.5% | -63.0% |
| 1Y | -72.2% | +156.3% | -228.5% | -73.3% |
| All | -80.6% | +494.0% | -574.6% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling