+99.7%
TXN vs UMC
+112.5%
-12.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +1.0% | -14.7% | +15.7% | +4.2% |
| 30D | +6.1% | -32.9% | +39.0% | +14.5% |
| 3M | +10.4% | -22.2% | +32.5% | +15.1% |
| 6M | +12.6% | +25.9% | -13.3% | +16.3% |
| YTD | +83.5% | +107.9% | -24.5% | +69.1% |
| 1Y | +99.7% | +115.0% | -15.3% | +80.5% |
| All | +99.7% | +112.5% | -12.8% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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