+75.6%
TXN vs UMAC
+488.3%
-412.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | -0.9% |
| 7D | +2.0% | -4.0% | +6.0% | +2.1% |
| 30D | -8.0% | -9.4% | +1.4% | -7.8% |
| 3M | -7.8% | +3.0% | -10.7% | -8.3% |
| 6M | +32.4% | +27.2% | +5.2% | +29.9% |
| YTD | +51.7% | +84.7% | -33.0% | +46.9% |
| 1Y | +44.3% | +136.5% | -92.2% | +38.1% |
| All | +75.6% | +488.3% | -412.6% | +63.3% |
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