+684.2%
UMAC vs TXT
-8.7%
+692.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.7% |
| 7D | -0.9% | -4.8% | +3.9% | +3.6% |
| 30D | -7.7% | -10.6% | +3.0% | +2.9% |
| 3M | -26.4% | -13.2% | -13.3% | -15.6% |
| 6M | +61.9% | -20.3% | +82.2% | +98.8% |
| YTD | +86.5% | -9.3% | +95.8% | +98.9% |
| 1Y | +156.3% | -2.7% | +159.0% | +158.4% |
| All | +684.2% | -8.7% | +692.8% | +445.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling