+344.9%
UMAC vs TMF
-35.1%
+380.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.1% | +13.2% | +13.3% |
| 7D | -5.5% | +0.6% | -6.1% | -6.0% |
| 30D | -35.3% | +16.3% | -51.6% | -39.9% |
| 3M | -48.4% | -2.7% | -45.7% | -48.2% |
| 6M | +0.4% | -13.2% | +13.6% | +6.6% |
| YTD | +5.8% | -16.7% | +22.5% | +13.0% |
| 1Y | +27.3% | -22.7% | +50.0% | +40.5% |
| All | +344.9% | -35.1% | +380.0% | +431.9% |
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