+405.4%
TXG vs UMAC
+2.9%
+402.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -10.9% | +14.3% | +5.1% |
| 7D | -19.3% | -26.0% | +6.8% | -15.2% |
| 30D | -30.9% | -40.3% | +9.4% | -25.4% |
| 3M | +41.1% | -51.1% | +92.2% | +54.5% |
| 6M | +211.9% | -5.6% | +217.5% | +203.7% |
| YTD | +314.0% | +2.3% | +311.7% | +277.1% |
| 1Y | +405.4% | +7.9% | +397.5% | +355.1% |
| All | +405.4% | +2.9% | +402.5% | +355.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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