+42.7%
TXG vs UMAC
+473.8%
-431.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +3.6% |
| 7D | +9.5% | -3.4% | +12.9% | +9.8% |
| 30D | +18.8% | -15.1% | +33.9% | +19.6% |
| 3M | +136.1% | -10.8% | +146.9% | +135.0% |
| 6M | +235.2% | +15.7% | +219.6% | +218.3% |
| YTD | +320.5% | +80.1% | +240.4% | +280.8% |
| 1Y | +425.2% | +116.7% | +308.5% | +362.2% |
| All | +42.7% | +473.8% | -431.1% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling