+59.6%
TXN vs UMC
+143.5%
-83.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | +2.9% |
| 7D | +4.0% | +9.0% | -5.0% | +0.6% |
| 30D | -2.9% | +17.2% | -20.1% | -8.8% |
| 3M | -9.1% | +11.4% | -20.5% | -14.2% |
| 6M | +36.6% | +137.5% | -100.9% | -6.7% |
| YTD | +57.5% | +193.1% | -135.6% | -6.5% |
| 1Y | +49.5% | +240.3% | -190.8% | -17.8% |
| 3Y | +76.5% | +262.2% | -185.6% | -8.2% |
| All | +59.6% | +143.5% | -83.9% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling