+757.4%
UMAC vs TW
+2.0%
+755.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.0% | +12.4% | +9.8% |
| 7D | +14.7% | -3.5% | +18.2% | +15.2% |
| 30D | -0.5% | +0.5% | -1.0% | -0.6% |
| 3M | +0.5% | +4.9% | -4.4% | -2.6% |
| 6M | +57.9% | -17.1% | +75.0% | +66.8% |
| YTD | +103.9% | -3.9% | +107.8% | +103.1% |
| 1Y | +159.3% | -13.3% | +172.5% | +171.9% |
| All | +757.4% | +2.0% | +755.5% | +699.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling