+7.9%
UMAC vs TMF
-23.9%
+31.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +2.5% | -13.3% | -11.4% |
| 7D | -26.0% | +4.0% | -30.0% | -26.9% |
| 30D | -40.3% | +19.5% | -59.8% | -44.3% |
| 3M | -51.1% | -3.5% | -47.6% | -49.8% |
| 6M | -5.6% | -10.6% | +4.9% | -0.6% |
| YTD | +2.3% | -17.1% | +19.3% | +7.3% |
| 1Y | +7.9% | -24.3% | +32.1% | +14.5% |
| All | +7.9% | -23.9% | +31.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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