+1,798.0%
UMC vs TXT
+103.1%
+1,694.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | +11.4% | -0.2% | +11.6% | +11.5% |
| 30D | +16.8% | -10.2% | +27.0% | +21.1% |
| 3M | +19.1% | -13.3% | +32.4% | +24.5% |
| 6M | +137.4% | -14.4% | +151.8% | +148.9% |
| YTD | +186.4% | -9.1% | +195.5% | +193.8% |
| 1Y | +229.1% | -2.2% | +231.2% | +228.4% |
| 3Y | +257.9% | +5.1% | +252.8% | +242.3% |
| 5Y | +137.5% | +12.8% | +124.7% | +121.0% |
| All | +1,798.0% | +103.1% | +1,694.9% | +1,504.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling