+207.2%
UMC vs TXG
+372.5%
-165.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.7% |
| 7D | +5.0% | +1.8% | +3.1% | +4.5% |
| 30D | +7.7% | +32.0% | -24.3% | +1.2% |
| 3M | +1.7% | +87.0% | -85.4% | -10.9% |
| 6M | +113.9% | +180.1% | -66.1% | +74.7% |
| YTD | +168.9% | +284.1% | -115.2% | +111.3% |
| 1Y | +207.2% | +361.7% | -154.5% | +131.5% |
| All | +207.2% | +372.5% | -165.3% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling