+425.2%
TXG vs UMAC
+129.0%
+296.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +3.6% |
| 7D | +9.5% | -3.4% | +12.9% | +9.9% |
| 30D | +18.8% | -15.1% | +33.9% | +19.7% |
| 3M | +136.1% | -10.8% | +146.9% | +133.2% |
| 6M | +235.2% | +15.7% | +219.6% | +211.3% |
| YTD | +320.5% | +80.1% | +240.4% | +263.1% |
| 1Y | +425.2% | +116.7% | +308.5% | +326.8% |
| All | +425.2% | +129.0% | +296.1% | +326.8% |
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