+116.7%
UMAC vs TDY
+10.5%
+106.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -5.0% |
| 7D | -3.4% | -1.1% | -2.3% | -1.3% |
| 30D | -15.1% | -12.0% | -3.0% | +11.4% |
| 3M | -10.8% | -3.2% | -7.6% | -0.8% |
| 6M | +15.7% | -7.9% | +23.5% | +41.6% |
| YTD | +80.1% | +18.2% | +61.9% | +45.4% |
| 1Y | +116.7% | +6.7% | +110.1% | +115.0% |
| All | +116.7% | +10.5% | +106.2% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling