-24.6%
UMAC vs TXT
-7.7%
-17.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.0% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -36.4% | +13.3% | -49.7% | -44.7% |
| 3M | -58.6% | -5.0% | -53.6% | -52.3% |
| 6M | -24.6% | -8.4% | -16.2% | -7.7% |
| All | -24.6% | -7.7% | -17.0% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling