+7.9%
UMAC vs TW
+20.8%
-12.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +1.0% | -11.9% | -10.4% |
| 7D | -26.0% | +6.0% | -32.0% | -24.0% |
| 30D | -40.3% | +18.6% | -58.9% | -35.9% |
| 3M | -51.1% | +26.5% | -77.7% | -46.0% |
| 6M | -5.6% | +13.1% | -18.8% | +2.9% |
| YTD | +2.3% | +18.5% | -16.3% | +23.7% |
| 1Y | +7.9% | +21.7% | -13.9% | +26.9% |
| All | +7.9% | +20.8% | -12.9% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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