+676.6%
UMAC vs TXT
-8.5%
+685.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -2.5% |
| 7D | -4.0% | -0.2% | -3.8% | -3.8% |
| 30D | -9.4% | -10.2% | +0.8% | +0.4% |
| 3M | +3.0% | -13.3% | +16.2% | +18.4% |
| 6M | +27.2% | -14.4% | +41.5% | +47.5% |
| YTD | +84.7% | -9.1% | +93.8% | +96.8% |
| 1Y | +136.5% | -2.2% | +138.6% | +137.1% |
| All | +676.6% | -8.5% | +685.1% | +439.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling