+262.2%
UMC vs TXG
+43.8%
+218.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -1.0% | +1.8% |
| 7D | +9.0% | +9.5% | -0.5% | +7.6% |
| 30D | +17.2% | +18.8% | -1.5% | +14.0% |
| 3M | +11.4% | +136.1% | -124.7% | -2.9% |
| 6M | +137.5% | +235.2% | -97.7% | +96.1% |
| YTD | +193.1% | +320.5% | -127.4% | +134.6% |
| 1Y | +240.3% | +425.2% | -184.9% | +163.0% |
| 3Y | +262.2% | +42.9% | +219.3% | +228.5% |
| All | +262.2% | +43.8% | +218.4% | +228.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling