+15.9%
UMAC vs TMF
-26.7%
+42.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.9% | -2.7% | -5.5% |
| 7D | -13.9% | -1.1% | -12.8% | -13.6% |
| 30D | -39.6% | +11.8% | -51.4% | -42.7% |
| 3M | -53.6% | -4.0% | -49.6% | -52.6% |
| 6M | -6.2% | -16.5% | +10.3% | +0.8% |
| YTD | -1.2% | -19.9% | +18.7% | +6.0% |
| All | +15.9% | -26.7% | +42.6% | +32.2% |
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