+7.9%
UMAC vs TXT
+9.2%
-1.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -1.3% | -9.6% | -10.2% |
| 7D | -26.0% | +10.6% | -36.7% | -30.7% |
| 30D | -40.3% | +14.4% | -54.7% | -45.6% |
| 3M | -51.1% | -2.7% | -48.4% | -48.9% |
| 6M | -5.6% | -4.7% | -1.0% | +0.4% |
| YTD | +2.3% | -0.5% | +2.8% | -6.7% |
| 1Y | +7.9% | +8.7% | -0.9% | -23.4% |
| All | +7.9% | +9.2% | -1.3% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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