+684.2%
UMAC vs TMF
-34.5%
+718.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.2% |
| 7D | -0.9% | -1.4% | +0.5% | -0.3% |
| 30D | -7.7% | -2.8% | -4.8% | -6.8% |
| 3M | -26.4% | -10.9% | -15.5% | -22.7% |
| 6M | +61.9% | -21.3% | +83.2% | +79.1% |
| YTD | +86.5% | -15.9% | +102.4% | +99.3% |
| 1Y | +156.3% | -15.7% | +172.0% | +169.9% |
| All | +684.2% | -34.5% | +718.6% | +838.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling