+116.7%
UMAC vs TRU
-13.7%
+130.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.4% | -2.4% |
| 7D | -3.4% | -2.7% | -0.7% | -3.6% |
| 30D | -15.1% | -2.0% | -13.1% | -15.2% |
| 3M | -10.8% | +18.4% | -29.2% | -12.0% |
| 6M | +15.7% | +8.9% | +6.8% | +14.5% |
| YTD | +80.1% | -8.9% | +89.1% | +79.0% |
| 1Y | +116.7% | -15.9% | +132.6% | +111.5% |
| All | +116.7% | -13.7% | +130.4% | +111.5% |
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