+657.4%
UMAC vs TW
+0.4%
+657.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -3.4% | -4.5% | +1.1% | -2.8% |
| 30D | -15.1% | -2.3% | -12.8% | -14.9% |
| 3M | -10.8% | +2.6% | -13.4% | -13.0% |
| 6M | +15.7% | -17.5% | +33.2% | +22.0% |
| YTD | +80.1% | -5.3% | +85.5% | +79.8% |
| 1Y | +116.7% | -14.8% | +131.5% | +128.0% |
| All | +657.4% | +0.4% | +657.0% | +607.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling