+729.1%
TTMI vs UMAC
+473.8%
+255.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.5% | +5.8% | +3.6% |
| 7D | +0.7% | -3.4% | +4.1% | +1.0% |
| 30D | -8.4% | -15.1% | +6.7% | -7.5% |
| 3M | -32.5% | -10.8% | -21.7% | -32.5% |
| 6M | +32.5% | +15.7% | +16.8% | +26.5% |
| YTD | +83.2% | +80.1% | +3.1% | +68.2% |
| 1Y | +161.7% | +116.7% | +45.0% | +135.3% |
| All | +729.1% | +473.8% | +255.4% | +549.9% |
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