+7.9%
UMAC vs TRU
+2.1%
+5.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +4.6% | -15.4% | -9.9% |
| 7D | -26.0% | +10.5% | -36.6% | -24.4% |
| 30D | -40.3% | +28.7% | -69.0% | -37.6% |
| 3M | -51.1% | +0.7% | -51.8% | -50.3% |
| 6M | -5.6% | +19.3% | -25.0% | -3.6% |
| YTD | +2.3% | -3.7% | +6.0% | +2.5% |
| 1Y | +7.9% | +3.4% | +4.5% | +5.6% |
| All | +7.9% | +2.1% | +5.8% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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