+36.4%
TXG vs UMAC
+549.5%
-513.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.3% | -4.6% | +3.9% |
| 7D | +9.4% | +14.7% | -5.3% | +8.0% |
| 30D | +26.1% | -0.5% | +26.6% | +25.2% |
| 3M | +124.8% | +0.5% | +124.3% | +121.2% |
| 6M | +215.2% | +57.9% | +157.3% | +191.3% |
| YTD | +302.2% | +103.9% | +198.3% | +260.3% |
| 1Y | +370.9% | +159.3% | +211.6% | +308.1% |
| All | +36.4% | +549.5% | -513.1% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling