+115.0%
UMC vs TXT
+9.2%
+105.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -14.7% | +10.6% | -25.3% | -16.3% |
| 30D | -32.9% | +14.4% | -47.2% | -34.8% |
| 3M | -22.2% | -2.7% | -19.4% | -20.7% |
| 6M | +25.9% | -4.7% | +30.6% | +29.5% |
| YTD | +107.9% | -0.5% | +108.4% | +119.6% |
| 1Y | +115.0% | +8.7% | +106.3% | +115.6% |
| All | +115.0% | +9.2% | +105.9% | +115.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling