+757.4%
UMAC vs TXT
-8.1%
+765.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.6% | +8.7% | +8.8% |
| 7D | +14.7% | -0.2% | +14.9% | +15.0% |
| 30D | -0.5% | -11.1% | +10.6% | +11.3% |
| 3M | +0.5% | -13.0% | +13.5% | +15.1% |
| 6M | +57.9% | -16.2% | +74.1% | +86.3% |
| YTD | +103.9% | -8.7% | +112.6% | +116.4% |
| 1Y | +159.3% | -3.8% | +163.1% | +164.1% |
| All | +757.4% | -8.1% | +765.6% | +493.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling