+757.4%
UMAC vs TMF
-34.5%
+791.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.1% | +9.4% | +9.4% |
| 7D | +14.7% | +1.0% | +13.7% | +14.2% |
| 30D | -0.5% | -1.8% | +1.3% | -0.1% |
| 3M | +0.5% | -8.2% | +8.7% | +4.0% |
| 6M | +57.9% | -19.5% | +77.4% | +73.4% |
| YTD | +103.9% | -16.0% | +119.9% | +118.0% |
| 1Y | +159.3% | -22.5% | +181.8% | +184.6% |
| All | +757.4% | -34.5% | +791.9% | +926.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling