+702.6%
UMAC vs TXT
-7.7%
+710.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.8% |
| 7D | +3.3% | +0.8% | +2.4% | +2.5% |
| 30D | -10.4% | -10.4% | 0.0% | -0.5% |
| 3M | +1.8% | -14.3% | +16.1% | +18.2% |
| 6M | +40.7% | -15.1% | +55.8% | +64.1% |
| YTD | +90.9% | -8.3% | +99.2% | +101.7% |
| 1Y | +151.8% | -0.7% | +152.5% | +149.0% |
| All | +702.6% | -7.7% | +710.4% | +453.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling