+160.7%
UMC vs TXT
+356.5%
-195.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.2% |
| 7D | +17.8% | -1.1% | +18.9% | +18.3% |
| 30D | -29.6% | +13.3% | -42.9% | -33.4% |
| 3M | -18.4% | -5.1% | -13.3% | -17.2% |
| 6M | -0.1% | -7.1% | +7.0% | +1.7% |
| YTD | +104.0% | -3.2% | +107.3% | +103.7% |
| 1Y | +121.5% | +2.3% | +119.2% | +116.0% |
| 3Y | +135.0% | +11.1% | +123.9% | +117.2% |
| 5Y | +83.0% | +10.0% | +73.0% | +69.5% |
| 10Y | +1,312.7% | +91.1% | +1,221.6% | +834.1% |
| All | +160.7% | +356.5% | -195.8% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling