+240.3%
UMC vs TXG
+453.6%
-213.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -1.0% | +1.7% |
| 7D | +9.0% | +9.5% | -0.5% | +7.2% |
| 30D | +17.2% | +18.8% | -1.5% | +13.2% |
| 3M | +11.4% | +136.1% | -124.7% | -6.3% |
| 6M | +137.5% | +235.2% | -97.7% | +87.5% |
| YTD | +193.1% | +320.5% | -127.4% | +125.3% |
| 1Y | +240.3% | +425.2% | -184.9% | +152.8% |
| All | +240.3% | +453.6% | -213.3% | +152.8% |
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