+714.8%
TTMI vs UMAC
+508.0%
+206.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.4% | +2.4% | -3.4% |
| 7D | +7.5% | +3.3% | +4.2% | +7.1% |
| 30D | -4.5% | -10.4% | +5.9% | -4.0% |
| 3M | -28.5% | +1.8% | -30.3% | -29.3% |
| 6M | +28.4% | +40.7% | -12.4% | +20.7% |
| YTD | +80.1% | +90.9% | -10.8% | +64.4% |
| 1Y | +161.0% | +151.8% | +9.3% | +132.2% |
| All | +714.8% | +508.0% | +206.8% | +535.3% |
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 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