+151.8%
UMAC vs TMF
-23.1%
+174.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.7% | -6.0% |
| 7D | +3.3% | -0.9% | +4.2% | +3.5% |
| 30D | -10.4% | -1.0% | -9.4% | -10.3% |
| 3M | +1.8% | -11.3% | +13.0% | +4.3% |
| 6M | +40.7% | -22.7% | +63.5% | +34.1% |
| YTD | +90.9% | -17.3% | +108.2% | +92.0% |
| 1Y | +151.8% | -22.5% | +174.2% | +151.0% |
| All | +151.8% | -23.1% | +174.8% | +151.0% |
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