+253.9%
UMC vs TXT
+4.6%
+249.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +20.8% |
| 3M | +19.1% | -13.3% | +32.4% | +24.3% |
| 6M | +137.4% | -14.4% | +151.8% | +148.4% |
| YTD | +186.4% | -9.1% | +195.5% | +194.1% |
| 1Y | +229.1% | -2.2% | +231.2% | +229.0% |
| All | +253.9% | +4.6% | +249.3% | +233.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling