+134.2%
UMC vs TXT
+10.4%
+123.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | +11.2% | +0.1% | +11.1% | +11.2% |
| 30D | -28.0% | +13.3% | -41.4% | -30.9% |
| 3M | -20.5% | -5.0% | -15.6% | -19.3% |
| 6M | -1.6% | -8.4% | +6.9% | +1.0% |
| YTD | +99.4% | -4.0% | +103.3% | +101.3% |
| 1Y | +120.4% | +2.8% | +117.6% | +117.4% |
| 3Y | +134.2% | +10.3% | +123.9% | +113.0% |
| All | +134.2% | +10.4% | +123.8% | +113.0% |
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