+657.4%
UMAC vs TDY
+42.5%
+614.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -4.3% |
| 7D | -3.4% | -1.1% | -2.3% | -1.9% |
| 30D | -15.1% | -12.0% | -3.0% | +3.1% |
| 3M | -10.8% | -3.2% | -7.6% | -3.4% |
| 6M | +15.7% | -7.9% | +23.5% | +36.8% |
| YTD | +80.1% | +18.2% | +61.9% | +60.8% |
| 1Y | +116.7% | +6.7% | +110.1% | +119.2% |
| All | +657.4% | +42.5% | +614.9% | +674.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling