+137.3%
UMC vs TXG
+228.4%
-91.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.5% |
| 7D | +13.6% | +9.1% | +4.5% | +11.6% |
| 30D | +20.8% | +14.9% | +5.9% | +16.9% |
| 3M | +16.1% | +120.0% | -103.8% | -4.0% |
| 6M | +137.3% | +221.8% | -84.5% | +81.5% |
| All | +137.3% | +228.4% | -91.1% | +81.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling