+82.3%
TXN vs UMAC
+473.8%
-391.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +3.9% |
| 7D | +4.0% | -3.4% | +7.4% | +4.1% |
| 30D | -2.9% | -15.1% | +12.2% | -2.5% |
| 3M | -9.1% | -10.8% | +1.7% | -9.3% |
| 6M | +36.6% | +15.7% | +21.0% | +34.4% |
| YTD | +57.5% | +80.1% | -22.7% | +52.6% |
| 1Y | +49.5% | +116.7% | -67.2% | +43.4% |
| All | +82.3% | +473.8% | -391.4% | +69.7% |
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